+23.0%
DLTR vs ALM
+909.2%
-886.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.5% |
| 7D | +5.3% | +1.2% | +4.1% | +5.2% |
| 30D | +13.4% | -19.3% | +32.7% | +14.1% |
| 3M | +6.6% | -40.6% | +47.3% | +8.0% |
| 6M | +59.1% | -57.9% | +117.0% | +62.5% |
| YTD | +12.3% | -6.7% | +18.9% | +10.5% |
| 1Y | +33.9% | +20.2% | +13.7% | +30.2% |
| 3Y | +23.0% | +879.4% | -856.4% | +12.6% |
| All | +23.0% | +909.2% | -886.2% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling