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  • DE vs DLTR✓SelectedUSD · DLTRDE vs DLTR performance historyLatest closeAs of-0.32%09/11
Stock and ETF performance explorer

DE vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,900.0%
DLTR return
+10,457.1%
Excess return
-557.1%
Maximum drawdown
-73.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D-0.3%-0.4%+0.1%-0.3%
7D-2.6%-10.1%+7.5%-0.9%
30D+9.0%-8.1%+17.1%+10.5%
3M+19.1%+2.9%+16.3%+18.2%
6M+14.4%+4.3%+10.0%+12.6%
YTD+45.9%-3.9%+49.9%+45.4%
1Y+43.6%+18.9%+24.7%+37.7%
3Y+75.9%+1.9%+74.0%+68.6%
5Y+98.8%+31.0%+67.8%+79.4%
10Y+861.4%+44.8%+816.7%+734.3%
All+9,900.0%+10,457.1%-557.1%+5,107.1%

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