+52.8%
ECL vs DLTR
+1.6%
+51.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.4% | -1.7% |
| 7D | -2.7% | -10.2% | +7.5% | -1.8% |
| 30D | -4.3% | -8.5% | +4.2% | -3.5% |
| 3M | +3.2% | +5.6% | -2.3% | +2.7% |
| 6M | -2.9% | +2.2% | -5.1% | -3.4% |
| YTD | +4.3% | -3.8% | +8.0% | +4.1% |
| 1Y | +1.6% | +22.9% | -21.3% | -0.1% |
| All | +52.8% | +1.6% | +51.2% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling