+1,208.8%
DLTR vs ET
+1,451.4%
-242.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -9.4% | +1.4% | -10.8% | -9.6% |
| 30D | -7.3% | +4.6% | -11.9% | -7.9% |
| 3M | +7.6% | +16.0% | -8.5% | +5.4% |
| 6M | +1.6% | +22.8% | -21.2% | -1.3% |
| YTD | -3.5% | +38.9% | -42.4% | -7.8% |
| 1Y | +20.0% | +34.1% | -14.0% | +15.3% |
| 3Y | +2.3% | +98.8% | -96.5% | -7.0% |
| 5Y | +31.5% | +246.8% | -215.3% | +11.1% |
| 10Y | +45.4% | +174.4% | -129.0% | +20.4% |
| All | +1,208.8% | +1,451.4% | -242.6% | +641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling