+44.0%
DLTR vs ALM
+2,776.7%
-2,732.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.4% |
| 7D | -9.4% | -7.1% | -2.3% | -9.3% |
| 30D | -7.3% | +24.7% | -32.0% | -7.8% |
| 3M | +7.6% | +8.3% | -0.7% | +7.1% |
| 6M | +1.6% | -22.2% | +23.7% | +1.6% |
| YTD | -3.5% | +88.1% | -91.6% | -5.1% |
| 1Y | +20.0% | +272.4% | -252.3% | +16.6% |
| 3Y | +2.3% | +2,004.1% | -2,001.9% | -3.2% |
| 5Y | +31.5% | +915.8% | -884.2% | +24.9% |
| All | +44.0% | +2,776.7% | -2,732.7% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling