+11,144.7%
DLTR vs ES
+823.9%
+10,320.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +2.1% | -2.0% | +4.0% | +2.5% |
| 3M | +20.3% | +1.7% | +18.6% | +19.8% |
| 6M | +11.5% | -3.5% | +15.1% | +12.3% |
| YTD | +6.8% | +7.9% | -1.1% | +4.5% |
| 1Y | +31.1% | +17.2% | +13.9% | +25.2% |
| 3Y | +10.7% | +29.3% | -18.6% | +1.9% |
| 5Y | +41.6% | -5.7% | +47.4% | +40.0% |
| 10Y | +58.1% | +85.2% | -27.1% | +31.1% |
| All | +11,144.7% | +823.9% | +10,320.9% | +6,463.6% |
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