+313.8%
ELF vs DLTR
+63.4%
+250.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +5.4% | +2.5% | +2.9% | +4.5% |
| 30D | +27.0% | +2.1% | +24.9% | +26.2% |
| 3M | +113.2% | +20.3% | +92.9% | +102.1% |
| 6M | +36.6% | +11.5% | +25.1% | +31.4% |
| YTD | +44.2% | +6.8% | +37.4% | +40.5% |
| 1Y | -18.0% | +31.1% | -49.1% | -24.4% |
| 3Y | -19.9% | +10.7% | -30.6% | -25.1% |
| 5Y | +257.7% | +41.6% | +216.1% | +206.5% |
| All | +313.8% | +63.4% | +250.5% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling