+75.9%
DE vs DLTR
+1.4%
+74.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.6% | -10.1% | +7.5% | -1.4% |
| 30D | +9.0% | -8.1% | +17.1% | +10.1% |
| 3M | +19.1% | +2.9% | +16.3% | +18.4% |
| 6M | +14.4% | +4.3% | +10.0% | +13.1% |
| YTD | +45.9% | -3.9% | +49.9% | +46.0% |
| 1Y | +43.6% | +18.9% | +24.7% | +39.5% |
| 3Y | +75.9% | +1.9% | +74.0% | +60.9% |
| All | +75.9% | +1.4% | +74.5% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling