+29.8%
DLTR vs ALC
-17.4%
+47.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | -10.2% | -5.3% | -5.0% | -8.8% |
| 30D | -8.5% | -7.1% | -1.4% | -6.6% |
| 3M | +5.6% | +0.8% | +4.8% | +5.3% |
| 6M | +2.2% | -16.0% | +18.2% | +6.8% |
| YTD | -3.8% | -12.7% | +9.0% | -0.6% |
| 1Y | +22.9% | -12.8% | +35.8% | +26.9% |
| 3Y | +2.0% | -15.8% | +17.9% | +5.2% |
| 5Y | +29.8% | -16.7% | +46.5% | +32.4% |
| All | +29.8% | -17.4% | +47.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling