+202.3%
ECL vs DLTR
+76.3%
+126.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | +2.9% | +5.3% | -2.4% | +1.8% |
| 30D | +7.5% | +13.4% | -5.9% | +4.9% |
| 3M | +12.2% | +6.6% | +5.6% | +10.6% |
| 6M | +24.6% | +59.1% | -34.5% | +13.5% |
| YTD | +18.8% | +12.3% | +6.5% | +15.0% |
| 1Y | +19.3% | +33.9% | -14.5% | +11.7% |
| 3Y | +78.2% | +23.0% | +55.2% | +64.5% |
| 5Y | +38.8% | +22.1% | +16.7% | +25.7% |
| All | +202.3% | +76.3% | +126.0% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling