+99.6%
DE vs DLTR
+30.4%
+69.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.6% | -10.1% | +7.5% | -1.0% |
| 30D | +9.0% | -8.1% | +17.1% | +10.3% |
| 3M | +19.1% | +2.9% | +16.3% | +18.3% |
| 6M | +14.4% | +4.3% | +10.0% | +12.8% |
| YTD | +45.9% | -3.9% | +49.9% | +45.7% |
| 1Y | +43.6% | +18.9% | +24.7% | +38.2% |
| 3Y | +75.9% | +1.9% | +74.0% | +69.5% |
| All | +99.6% | +30.4% | +69.2% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling