+44.0%
DLTR vs IRE
-97.6%
+141.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -23.2% | +32.9% | +9.5% |
| 7D | +15.6% | -46.8% | +62.4% | +15.5% |
| 30D | +29.9% | -75.5% | +105.4% | +30.1% |
| 3M | +12.5% | -79.4% | +91.9% | +12.7% |
| 6M | +56.3% | -91.3% | +147.6% | +56.5% |
| YTD | +19.5% | -90.8% | +110.3% | +17.6% |
| 1Y | +44.0% | -97.7% | +141.7% | +47.7% |
| All | +44.0% | -97.6% | +141.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling