+2.7%
ECL vs DLTR
+29.2%
-26.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.6% | +2.5% | -5.1% | -3.0% |
| 30D | -2.2% | +2.1% | -4.2% | -2.5% |
| 3M | +10.1% | +20.3% | -10.2% | +7.0% |
| 6M | -5.7% | +11.5% | -17.3% | -7.4% |
| YTD | +7.0% | +6.8% | +0.1% | +5.5% |
| 1Y | +2.7% | +31.1% | -28.4% | -0.4% |
| All | +2.7% | +29.2% | -26.6% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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