+856.1%
EEM vs DLTR
+1,603.1%
-747.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.5% |
| 7D | +3.1% | -5.8% | +8.9% | +4.5% |
| 30D | +4.9% | -5.2% | +10.1% | +6.0% |
| 3M | +5.2% | +15.2% | -10.0% | +1.3% |
| 6M | +20.7% | +7.1% | +13.6% | +17.3% |
| YTD | +26.5% | +0.8% | +25.6% | +24.3% |
| 1Y | +37.8% | +24.8% | +13.1% | +28.2% |
| 3Y | +91.0% | +6.9% | +84.1% | +77.0% |
| 5Y | +47.0% | +33.2% | +13.8% | +21.5% |
| 10Y | +125.6% | +51.6% | +74.0% | +66.2% |
| All | +856.1% | +1,603.1% | -747.0% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling