+27.3%
DLTR vs ALC
+2.0%
+25.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +2.2% |
| 7D | -2.8% | -6.3% | +3.5% | -0.7% |
| 30D | +21.5% | +12.6% | +8.9% | +17.6% |
| 3M | +11.6% | -3.8% | +15.4% | +12.9% |
| 6M | +58.7% | +16.8% | +41.9% | +52.0% |
| YTD | +16.2% | -7.6% | +23.8% | +18.1% |
| 1Y | +34.8% | -5.9% | +40.7% | +36.3% |
| All | +27.3% | +2.0% | +25.2% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling