+851.5%
DE vs DLTR
+45.3%
+806.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | -10.1% | +7.5% | -0.4% |
| 30D | +9.0% | -8.1% | +17.1% | +10.9% |
| 3M | +19.1% | +2.9% | +16.3% | +17.9% |
| 6M | +14.4% | +4.3% | +10.0% | +12.0% |
| YTD | +45.9% | -3.9% | +49.9% | +45.3% |
| 1Y | +43.6% | +18.9% | +24.7% | +35.6% |
| 3Y | +75.9% | +1.9% | +74.0% | +66.5% |
| 5Y | +98.8% | +31.0% | +67.8% | +67.4% |
| All | +851.5% | +45.3% | +806.2% | +662.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling