+58.6%
ELF vs DLTR
+34.7%
+23.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.8% |
| 7D | +1.6% | +5.3% | -3.7% | -0.5% |
| 30D | +9.1% | +13.4% | -4.3% | +2.8% |
| 3M | +28.2% | +6.6% | +21.6% | +23.8% |
| 6M | +119.5% | +59.1% | +60.5% | +75.6% |
| YTD | +55.2% | +12.3% | +42.9% | +49.1% |
| 1Y | +58.6% | +33.9% | +24.7% | +36.6% |
| All | +58.6% | +34.7% | +23.9% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling