+88.5%
ENB vs DLTR
+45.3%
+43.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -4.7% | -10.1% | +5.4% | -3.3% |
| 30D | -5.9% | -8.1% | +2.2% | -4.9% |
| 3M | -14.2% | +2.9% | -17.1% | -14.8% |
| 6M | -8.6% | +4.3% | -12.9% | -9.9% |
| YTD | +3.9% | -3.9% | +7.8% | +3.4% |
| 1Y | +1.8% | +18.9% | -17.1% | -2.3% |
| 3Y | +68.5% | +1.9% | +66.6% | +62.2% |
| 5Y | +62.4% | +31.0% | +31.4% | +41.1% |
| All | +88.5% | +45.3% | +43.3% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling