+89.1%
ELF vs DLTR
+37.1%
+52.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.7% | +7.2% |
| 7D | +4.0% | -2.0% | +6.0% | +4.2% |
| 30D | +10.6% | +12.8% | -2.2% | +5.3% |
| 3M | +25.8% | +1.1% | +24.7% | +24.7% |
| 6M | +89.1% | +35.9% | +53.2% | +71.5% |
| All | +89.1% | +37.1% | +52.0% | +71.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling