-35.6%
ELAN vs DLTR
+39.7%
-75.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -5.4% | -10.1% | +4.7% | -2.9% |
| 30D | +4.7% | -8.1% | +12.8% | +6.9% |
| 3M | -3.7% | +2.9% | -6.5% | -4.6% |
| 6M | -1.2% | +4.3% | -5.5% | -3.0% |
| YTD | +2.4% | -3.9% | +6.3% | +2.2% |
| 1Y | +23.4% | +18.9% | +4.5% | +16.3% |
| 3Y | +96.7% | +1.9% | +94.8% | +86.2% |
| 5Y | -30.6% | +31.0% | -61.6% | -41.3% |
| All | -35.6% | +39.7% | -75.3% | -51.4% |
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 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