+245.2%
ELF vs DLTR
+34.4%
+210.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -3.1% |
| 7D | -1.2% | -5.8% | +4.7% | +0.7% |
| 30D | +5.9% | -5.2% | +11.1% | +7.7% |
| 3M | +99.5% | +15.2% | +84.3% | +90.9% |
| 6M | +26.5% | +7.1% | +19.4% | +22.9% |
| YTD | +37.2% | +0.8% | +36.3% | +35.9% |
| 1Y | -24.4% | +24.8% | -49.2% | -29.6% |
| 3Y | -23.3% | +6.9% | -30.2% | -27.4% |
| 5Y | +245.2% | +33.2% | +211.9% | +201.6% |
| All | +245.2% | +34.4% | +210.8% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling