+1.9%
DLTR vs ET
+96.2%
-94.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | -8.1% | +2.9% | -11.0% | -8.5% |
| 3M | +2.9% | +16.8% | -13.9% | +0.3% |
| 6M | +4.3% | +18.9% | -14.5% | +1.0% |
| YTD | -3.9% | +37.7% | -41.6% | -10.3% |
| 1Y | +18.9% | +32.4% | -13.5% | +12.0% |
| 3Y | +1.9% | +99.5% | -97.6% | -20.2% |
| All | +1.9% | +96.2% | -94.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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