+27.3%
DLTR vs ESTC
+13.7%
+13.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -2.8% | -2.6% | -0.1% | -2.6% |
| 30D | +21.5% | -8.6% | +30.1% | +22.2% |
| 3M | +11.6% | +14.4% | -2.8% | +9.6% |
| 6M | +58.7% | +73.3% | -14.6% | +49.8% |
| YTD | +16.2% | +15.7% | +0.4% | +12.4% |
| 1Y | +34.8% | -7.6% | +42.4% | +32.6% |
| All | +27.3% | +13.7% | +13.6% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling