+2.1%
DLTR vs ESI
+81.4%
-79.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | -10.2% | +3.9% | -14.2% | -10.9% |
| 30D | -8.5% | -3.8% | -4.7% | -8.0% |
| 3M | +5.6% | -13.1% | +18.7% | +7.3% |
| 6M | +2.2% | +11.3% | -9.1% | -4.0% |
| YTD | -3.8% | +44.1% | -47.9% | -16.6% |
| 1Y | +22.9% | +40.3% | -17.4% | +7.0% |
| All | +2.1% | +81.4% | -79.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling