+574.5%
DLTR vs STLA
+150.0%
+424.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | +5.3% | -13.8% | +19.1% | +7.5% |
| 30D | +13.4% | -10.5% | +23.9% | +15.2% |
| 3M | +6.6% | -28.9% | +35.5% | +11.5% |
| 6M | +59.1% | -49.7% | +108.8% | +74.3% |
| YTD | +12.3% | -64.9% | +77.2% | +28.1% |
| 1Y | +33.9% | -64.0% | +97.9% | +52.2% |
| 3Y | +23.0% | -77.4% | +100.4% | +46.1% |
| 5Y | +22.1% | -74.4% | +96.5% | +40.8% |
| 10Y | +77.5% | -6.4% | +83.8% | +79.1% |
| All | +574.5% | +150.0% | +424.6% | +550.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling