+34.6%
DLTR vs ALC
+30.4%
+4.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.4% | -3.2% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +13.4% | +16.0% | -2.6% | +8.6% |
| 3M | +6.6% | +0.8% | +5.8% | +6.4% |
| 6M | +59.1% | +16.8% | +42.2% | +51.9% |
| YTD | +12.3% | -5.5% | +17.7% | +13.4% |
| 1Y | +33.9% | -5.3% | +39.1% | +35.1% |
| 3Y | +23.0% | +4.1% | +18.9% | +19.0% |
| 5Y | +22.1% | -7.1% | +29.2% | +20.6% |
| All | +34.6% | +30.4% | +4.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling