+18.9%
DLTR vs EL
+12.6%
+6.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -10.1% | -6.5% | -3.6% | -8.7% |
| 30D | -8.1% | +11.1% | -19.3% | -10.3% |
| 3M | +2.9% | +10.7% | -7.9% | +0.3% |
| 6M | +4.3% | +6.9% | -2.5% | +2.0% |
| YTD | -3.9% | -6.3% | +2.4% | -4.2% |
| 1Y | +18.9% | +13.5% | +5.4% | +12.8% |
| All | +18.9% | +12.6% | +6.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling