+14.2%
ELF vs DLTR
+12.7%
+1.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.7% | +7.4% |
| 7D | +4.0% | -2.0% | +6.0% | +4.3% |
| 30D | +10.6% | +12.8% | -2.2% | +5.5% |
| 3M | +25.8% | +1.1% | +24.7% | +24.5% |
| 6M | +89.1% | +35.9% | +53.2% | +68.6% |
| YTD | +52.7% | +6.6% | +46.1% | +47.5% |
| 1Y | +51.7% | +28.6% | +23.1% | +38.1% |
| 3Y | +14.2% | +14.0% | +0.2% | -0.3% |
| All | +14.2% | +12.7% | +1.5% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling