+46.5%
DLTR vs ESTC
+19.1%
+27.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -10.1% | -9.2% | -0.9% | -9.1% |
| 30D | -8.1% | +8.1% | -16.2% | -9.3% |
| 3M | +2.9% | +38.5% | -35.6% | -1.3% |
| 6M | +4.3% | +57.8% | -53.4% | -1.6% |
| YTD | -3.9% | +10.5% | -14.5% | -6.4% |
| 1Y | +18.9% | -6.4% | +25.3% | +17.5% |
| 3Y | +1.9% | +4.7% | -2.7% | -3.9% |
| 5Y | +31.0% | -47.8% | +78.8% | +27.6% |
| All | +46.5% | +19.1% | +27.4% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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