+43.4%
DLTR vs ESI
+312.8%
-269.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -10.1% | -4.6% | -5.4% | -9.2% |
| 30D | -8.1% | -10.5% | +2.4% | -6.0% |
| 3M | +2.9% | -19.8% | +22.7% | +7.0% |
| 6M | +4.3% | +5.8% | -1.5% | +0.3% |
| YTD | -3.9% | +38.3% | -42.2% | -13.9% |
| 1Y | +18.9% | +31.5% | -12.6% | +7.7% |
| 3Y | +1.9% | +80.7% | -78.8% | -16.0% |
| 5Y | +31.0% | +69.4% | -38.4% | +7.3% |
| All | +43.4% | +312.8% | -269.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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