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  • DLTR vs DTE✓SelectedUSD · DTEDLTR vs DTE performance historyLatest closeAs of-0.41%09/11
Stock and ETF performance explorer

DLTR vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,011.0%
DTE return
+2,219.1%
Excess return
+7,791.9%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D-0.4%-1.3%+0.9%0.0%
7D-10.1%-2.6%-7.5%-9.3%
30D-8.1%-4.4%-3.7%-6.7%
3M+2.9%-8.3%+11.2%+5.8%
6M+4.3%-8.1%+12.4%+7.0%
YTD-3.9%+4.4%-8.4%-5.7%
1Y+18.9%+0.2%+18.7%+18.3%
3Y+1.9%+42.6%-40.7%-11.4%
5Y+31.0%+31.5%-0.5%+16.4%
10Y+44.8%+138.2%-93.5%+2.4%
All+10,011.0%+2,219.1%+7,791.9%+3,325.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling