+32.4%
DLTR vs STLA
-62.8%
+95.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.9% |
| 7D | -10.1% | -2.9% | -7.2% | -9.5% |
| 30D | -8.1% | +0.9% | -9.1% | -8.5% |
| 3M | +2.9% | -21.6% | +24.5% | +8.0% |
| 6M | +4.3% | -21.6% | +26.0% | +9.1% |
| YTD | -3.9% | -50.4% | +46.5% | +9.7% |
| 1Y | +18.9% | -43.6% | +62.5% | +31.0% |
| 3Y | +1.9% | -66.4% | +68.3% | +23.7% |
| All | +32.4% | -62.8% | +95.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling