+19.6%
DLTR vs IRE
-84.0%
+103.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.8% | +2.3% | -4.5% |
| 7D | -10.2% | +29.0% | -39.3% | -10.4% |
| 30D | -8.5% | +24.2% | -32.7% | -8.7% |
| 3M | +5.6% | -53.2% | +58.7% | +6.4% |
| 6M | +2.2% | -36.0% | +38.2% | +1.0% |
| YTD | -3.8% | -51.0% | +47.3% | -5.3% |
| All | +19.6% | -84.0% | +103.7% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling