+20.0%
DLTR vs ALC
-15.7%
+35.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +1.1% |
| 7D | -9.4% | -7.7% | -1.8% | -7.1% |
| 30D | -7.3% | -11.7% | +4.3% | -3.6% |
| 3M | +7.6% | +0.7% | +6.9% | +7.3% |
| 6M | +1.6% | -17.1% | +18.7% | +7.6% |
| YTD | -3.5% | -15.1% | +11.6% | +1.5% |
| 1Y | +20.0% | -14.1% | +34.1% | +24.2% |
| All | +20.0% | -15.7% | +35.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling