+7.2%
XYZ vs DLTR
+21.9%
-14.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -5.2% | -9.4% | +4.3% | -2.9% |
| 30D | 0.0% | -7.3% | +7.3% | +1.6% |
| 3M | +18.7% | +7.6% | +11.1% | +16.4% |
| 6M | +20.5% | +1.6% | +19.0% | +18.4% |
| YTD | +21.5% | -3.5% | +25.0% | +20.2% |
| 1Y | +7.2% | +20.0% | -12.8% | +0.5% |
| All | +7.2% | +21.9% | -14.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling