+1,360.2%
DLTR vs ACWI
+356.8%
+1,003.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.2% |
| 30D | +2.1% | +0.9% | +1.2% | +1.5% |
| 3M | +20.3% | +2.4% | +17.9% | +18.5% |
| 6M | +11.5% | +12.4% | -0.9% | +4.4% |
| YTD | +6.8% | +15.2% | -8.3% | -1.3% |
| 1Y | +31.1% | +22.7% | +8.4% | +17.1% |
| 3Y | +10.7% | +75.8% | -65.1% | -18.8% |
| 5Y | +41.6% | +67.7% | -26.1% | +6.1% |
| 10Y | +58.1% | +229.0% | -170.9% | -14.2% |
| All | +1,360.2% | +356.8% | +1,003.4% | +628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling