+25.4%
DLTR vs IRE
-82.8%
+108.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +10.2% | -15.9% | -5.7% |
| 7D | -5.8% | +58.9% | -64.7% | -6.2% |
| 30D | -5.2% | +17.2% | -22.4% | -5.4% |
| 3M | +15.2% | -58.6% | +73.8% | +16.4% |
| 6M | +7.1% | -23.5% | +30.6% | +5.7% |
| YTD | +0.8% | -47.4% | +48.3% | -0.9% |
| All | +25.4% | -82.8% | +108.2% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling