+76.3%
DLTR vs ED
+147.1%
-70.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.6% |
| 7D | +5.3% | +2.1% | +3.2% | +4.7% |
| 30D | +13.4% | +10.4% | +3.0% | +10.4% |
| 3M | +6.6% | +12.5% | -5.9% | +3.3% |
| 6M | +59.1% | +14.9% | +44.2% | +53.1% |
| YTD | +12.3% | +24.8% | -12.6% | +5.3% |
| 1Y | +33.9% | +23.8% | +10.0% | +25.8% |
| 3Y | +23.0% | +51.6% | -28.6% | +6.5% |
| 5Y | +22.1% | +86.4% | -64.3% | -2.3% |
| All | +76.3% | +147.1% | -70.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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