+3,605.7%
ETR vs DLTR
+10,476.7%
-6,871.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.9% |
| 7D | +0.4% | -10.2% | +10.6% | +1.3% |
| 30D | +2.0% | -8.5% | +10.5% | +2.8% |
| 3M | -1.7% | +5.6% | -7.3% | -2.3% |
| 6M | +3.6% | +2.2% | +1.4% | +2.9% |
| YTD | +18.0% | -3.8% | +21.8% | +17.8% |
| 1Y | +26.2% | +22.9% | +3.3% | +23.0% |
| 3Y | +148.0% | +2.0% | +146.0% | +142.2% |
| 5Y | +126.1% | +29.8% | +96.2% | +113.8% |
| 10Y | +302.3% | +45.0% | +257.2% | +271.8% |
| All | +3,605.7% | +10,476.7% | -6,871.0% | +2,910.1% |
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 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