+82.4%
DLTR vs ES
+87.3%
-4.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +5.0% | +0.9% | +4.2% | +4.8% |
| 30D | +18.7% | +5.9% | +12.8% | +16.8% |
| 3M | +8.9% | -1.0% | +9.9% | +9.2% |
| 6M | +49.4% | +7.2% | +42.3% | +46.4% |
| YTD | +14.5% | +7.0% | +7.5% | +11.9% |
| 1Y | +32.5% | +0.5% | +32.0% | +31.5% |
| 3Y | +23.4% | +48.7% | -25.2% | +7.4% |
| 5Y | +26.2% | +1.9% | +24.2% | +21.8% |
| 10Y | +82.4% | +89.2% | -6.7% | +52.4% |
| All | +82.4% | +87.3% | -4.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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