+2,068.9%
EMR vs DLTR
+11,640.8%
-9,571.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -1.5% | +2.5% | -4.0% | -2.0% |
| 30D | -5.6% | +2.1% | -7.7% | -6.0% |
| 3M | +7.9% | +20.3% | -12.3% | +4.1% |
| 6M | +6.0% | +11.5% | -5.5% | +3.1% |
| YTD | +16.4% | +6.8% | +9.6% | +14.0% |
| 1Y | +16.6% | +31.1% | -14.5% | +9.8% |
| 3Y | +62.9% | +10.7% | +52.2% | +53.9% |
| 5Y | +60.1% | +41.6% | +18.5% | +41.6% |
| 10Y | +268.8% | +58.1% | +210.6% | +210.7% |
| All | +2,068.9% | +11,640.8% | -9,571.9% | +937.8% |
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