+51.6%
DLTR vs ALLE
+148.2%
-96.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | -5.8% | +2.8% | -8.6% | -6.8% |
| 30D | -5.2% | -7.6% | +2.4% | -2.5% |
| 3M | +15.2% | +22.8% | -7.6% | +6.0% |
| 6M | +7.1% | +4.6% | +2.5% | +4.5% |
| YTD | +0.8% | -1.2% | +2.1% | 0.0% |
| 1Y | +24.8% | -9.1% | +33.9% | +27.8% |
| 3Y | +6.9% | +50.0% | -43.1% | -11.3% |
| 5Y | +33.2% | +15.2% | +18.0% | +19.9% |
| 10Y | +51.6% | +151.1% | -99.5% | -2.4% |
| All | +51.6% | +148.2% | -96.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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