+63.0%
DLTR vs ESTC
+31.2%
+31.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.8% |
| 7D | +2.5% | -8.1% | +10.6% | +3.3% |
| 30D | +2.1% | +31.7% | -29.6% | -1.4% |
| 3M | +20.3% | +41.1% | -20.8% | +15.1% |
| 6M | +11.5% | +77.1% | -65.6% | +3.8% |
| YTD | +6.8% | +21.7% | -14.9% | +3.0% |
| 1Y | +31.1% | +8.4% | +22.7% | +27.5% |
| 3Y | +10.7% | +23.6% | -12.9% | +2.3% |
| 5Y | +41.6% | -46.5% | +88.1% | +37.8% |
| All | +63.0% | +31.2% | +31.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling