+11,120.8%
DLTR vs ES
+818.8%
+10,302.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.2% |
| 7D | -2.0% | +1.9% | -3.9% | -2.5% |
| 30D | +12.8% | +7.1% | +5.7% | +10.9% |
| 3M | +1.1% | -1.9% | +3.1% | +1.6% |
| 6M | +35.9% | +4.4% | +31.5% | +34.4% |
| YTD | +6.6% | +7.3% | -0.7% | +4.5% |
| 1Y | +28.6% | +2.1% | +26.5% | +27.3% |
| 3Y | +14.0% | +41.8% | -27.8% | +3.0% |
| 5Y | +19.2% | +1.4% | +17.8% | +15.9% |
| 10Y | +78.1% | +86.8% | -8.6% | +47.5% |
| All | +11,120.8% | +818.8% | +10,302.0% | +6,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling