+542.0%
DLTR vs STLA
+263.8%
+278.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | +2.1% | -1.2% | +3.3% | +2.1% |
| 3M | +20.3% | -24.8% | +45.0% | +24.7% |
| 6M | +11.5% | -25.6% | +37.1% | +15.6% |
| YTD | +6.8% | -48.9% | +55.8% | +15.8% |
| 1Y | +31.1% | -38.8% | +69.9% | +38.1% |
| 3Y | +10.7% | -64.5% | +75.2% | +23.6% |
| 5Y | +41.6% | -62.4% | +104.0% | +54.9% |
| 10Y | +58.1% | +55.4% | +2.7% | +50.5% |
| All | +542.0% | +263.8% | +278.2% | +488.1% |
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 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