+44.0%
DLTR vs ALM
+44.8%
-0.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.5% | +9.6% |
| 7D | +15.6% | -6.4% | +22.0% | +15.7% |
| 30D | +29.9% | -35.0% | +64.9% | +30.9% |
| 3M | +12.5% | -33.8% | +46.3% | +12.9% |
| 6M | +56.3% | -55.0% | +111.3% | +58.1% |
| YTD | +19.5% | -0.2% | +19.7% | +19.2% |
| 1Y | +44.0% | +41.8% | +2.2% | +40.2% |
| All | +44.0% | +44.8% | -0.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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