+32.4%
DLTR vs EFX
-36.2%
+68.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -10.1% | -4.5% | -5.5% | -8.9% |
| 30D | -8.1% | -6.1% | -2.0% | -6.6% |
| 3M | +2.9% | +6.2% | -3.4% | +0.7% |
| 6M | +4.3% | -11.2% | +15.6% | +7.0% |
| YTD | -3.9% | -21.4% | +17.5% | +1.2% |
| 1Y | +18.9% | -34.3% | +53.2% | +31.8% |
| 3Y | +1.9% | -12.5% | +14.4% | -1.9% |
| All | +32.4% | -36.2% | +68.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling