+29.8%
DLTR vs ESTC
-46.4%
+76.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.4% |
| 7D | -10.2% | -3.3% | -6.9% | -10.0% |
| 30D | -8.5% | +13.4% | -21.9% | -9.9% |
| 3M | +5.6% | +41.3% | -35.8% | +1.5% |
| 6M | +2.2% | +62.6% | -60.4% | -3.4% |
| YTD | -3.8% | +14.8% | -18.5% | -6.4% |
| 1Y | +22.9% | -5.1% | +28.0% | +21.3% |
| 3Y | +2.0% | +11.2% | -9.1% | -3.8% |
| 5Y | +29.8% | -47.0% | +76.8% | +18.8% |
| All | +29.8% | -46.4% | +76.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling