+33.9%
DLTR vs STLA
-64.5%
+98.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | +5.3% | -13.8% | +19.1% | +8.4% |
| 30D | +13.4% | -10.5% | +23.9% | +16.1% |
| 3M | +6.6% | -28.9% | +35.5% | +13.1% |
| 6M | +59.1% | -49.7% | +108.8% | +78.2% |
| YTD | +12.3% | -64.9% | +77.2% | +33.1% |
| 1Y | +33.9% | -64.0% | +97.9% | +58.0% |
| All | +33.9% | -64.5% | +98.3% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling