+33.2%
DLTR vs ACWI
+67.7%
-34.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | -5.8% | +1.1% | -6.9% | -6.5% |
| 30D | -5.2% | -0.2% | -5.0% | -5.2% |
| 3M | +15.2% | +4.7% | +10.5% | +11.3% |
| 6M | +7.1% | +14.5% | -7.3% | -3.1% |
| YTD | +0.8% | +14.6% | -13.8% | -8.9% |
| 1Y | +24.8% | +21.4% | +3.4% | +8.4% |
| 3Y | +6.9% | +77.6% | -70.7% | -29.6% |
| 5Y | +33.2% | +68.1% | -34.8% | -8.0% |
| All | +33.2% | +67.7% | -34.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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