+277.7%
ELF vs DLTR
+47.2%
+230.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -2.7% |
| 7D | -6.8% | -10.2% | +3.5% | -3.8% |
| 30D | +5.1% | -8.5% | +13.6% | +7.8% |
| 3M | +79.8% | +5.6% | +74.2% | +77.0% |
| 6M | +29.7% | +2.2% | +27.5% | +28.0% |
| YTD | +31.6% | -3.8% | +35.4% | +32.2% |
| 1Y | -27.9% | +22.9% | -50.9% | -32.2% |
| 3Y | -26.4% | +2.0% | -28.5% | -29.4% |
| 5Y | +235.6% | +29.8% | +205.8% | +195.2% |
| All | +277.7% | +47.2% | +230.5% | +218.8% |
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