+76.3%
DLTR vs ALM
+2,100.8%
-2,024.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.4% |
| 7D | +5.3% | +1.2% | +4.1% | +5.2% |
| 30D | +13.4% | -19.3% | +32.7% | +13.8% |
| 3M | +6.6% | -40.6% | +47.3% | +7.4% |
| 6M | +59.1% | -57.9% | +117.0% | +60.9% |
| YTD | +12.3% | -6.7% | +18.9% | +11.6% |
| 1Y | +33.9% | +20.2% | +13.7% | +32.4% |
| 3Y | +23.0% | +879.4% | -856.4% | +17.7% |
| 5Y | +22.1% | +415.3% | -393.2% | +17.1% |
| All | +76.3% | +2,100.8% | -2,024.5% | +66.4% |
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