+43.4%
DLTR vs DTE
+137.8%
-94.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -10.1% | -2.6% | -7.5% | -9.2% |
| 30D | -8.1% | -4.4% | -3.7% | -6.6% |
| 3M | +2.9% | -8.3% | +11.2% | +6.3% |
| 6M | +4.3% | -8.1% | +12.4% | +7.4% |
| YTD | -3.9% | +4.4% | -8.4% | -6.1% |
| 1Y | +18.9% | +0.2% | +18.7% | +18.1% |
| 3Y | +1.9% | +42.6% | -40.7% | -14.0% |
| 5Y | +31.0% | +31.5% | -0.5% | +13.3% |
| All | +43.4% | +137.8% | -94.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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