+357.2%
ELF vs DLTR
+84.2%
+273.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.5% |
| 7D | +6.3% | +5.0% | +1.2% | +4.5% |
| 30D | +8.5% | +18.7% | -10.2% | +2.8% |
| 3M | +24.4% | +8.9% | +15.6% | +20.7% |
| 6M | +94.7% | +49.4% | +45.3% | +71.8% |
| YTD | +55.9% | +14.5% | +41.4% | +48.1% |
| 1Y | +48.4% | +32.5% | +15.9% | +35.4% |
| 3Y | +24.6% | +23.4% | +1.2% | +12.7% |
| 5Y | +285.0% | +26.2% | +258.9% | +236.7% |
| 10Y | +357.2% | +82.4% | +274.8% | +263.0% |
| All | +357.2% | +84.2% | +273.1% | +263.0% |
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