+44.0%
DLTR vs STLA
+51.6%
-7.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -9.4% | -3.8% | -5.6% | -8.7% |
| 30D | -7.3% | -3.1% | -4.2% | -6.9% |
| 3M | +7.6% | -19.6% | +27.2% | +12.1% |
| 6M | +1.6% | -23.5% | +25.1% | +6.6% |
| YTD | -3.5% | -51.5% | +48.0% | +10.1% |
| 1Y | +20.0% | -39.7% | +59.7% | +29.9% |
| 3Y | +2.3% | -66.3% | +68.6% | +22.4% |
| 5Y | +31.5% | -63.1% | +94.7% | +50.9% |
| All | +44.0% | +51.6% | -7.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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