+2.1%
DLTR vs EL
-32.9%
+35.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.9% |
| 7D | -10.2% | -2.4% | -7.9% | -9.8% |
| 30D | -8.5% | +13.7% | -22.2% | -11.2% |
| 3M | +5.6% | +14.5% | -8.9% | +2.2% |
| 6M | +2.2% | +7.4% | -5.2% | -0.3% |
| YTD | -3.8% | -4.7% | +0.9% | -4.3% |
| 1Y | +22.9% | +12.9% | +10.0% | +17.3% |
| All | +2.1% | -32.9% | +35.0% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling