+555.9%
XYZ vs DLTR
+113.6%
+442.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -2.2% | -2.8% | +0.6% | -1.4% |
| 30D | +11.6% | +21.5% | -9.9% | +5.2% |
| 3M | +8.4% | +11.6% | -3.2% | +4.5% |
| 6M | +17.2% | +58.7% | -41.6% | +0.9% |
| YTD | +31.7% | +16.2% | +15.5% | +23.8% |
| 1Y | +30.1% | +34.8% | -4.8% | +16.5% |
| 3Y | +66.4% | +25.3% | +41.2% | +45.6% |
| 5Y | -62.2% | +25.8% | -88.0% | -66.4% |
| 10Y | +621.5% | +83.7% | +537.9% | +465.3% |
| All | +555.9% | +113.6% | +442.3% | +413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling