+48.4%
ELF vs DLTR
+33.1%
+15.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.7% |
| 7D | +6.3% | +5.0% | +1.2% | +3.8% |
| 30D | +8.5% | +18.7% | -10.2% | +0.2% |
| 3M | +24.4% | +8.9% | +15.6% | +19.2% |
| 6M | +94.7% | +49.4% | +45.3% | +61.5% |
| YTD | +55.9% | +14.5% | +41.4% | +48.6% |
| 1Y | +48.4% | +32.5% | +15.9% | +25.9% |
| All | +48.4% | +33.1% | +15.3% | +25.9% |
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