+42.8%
DLTR vs IRE
-97.8%
+140.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.5% | +12.4% | -1.2% |
| 7D | +2.4% | +11.1% | -8.7% | +2.5% |
| 30D | +21.5% | -75.2% | +96.6% | +21.6% |
| 3M | +9.8% | -86.4% | +96.2% | +10.3% |
| 6M | +58.6% | -94.8% | +153.5% | +60.0% |
| YTD | +14.8% | -93.3% | +108.1% | +13.5% |
| 1Y | +33.0% | -97.5% | +130.5% | +34.3% |
| All | +42.8% | -97.8% | +140.6% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling