+271.2%
EW vs DLTR
+76.3%
+195.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.6% |
| 7D | +4.9% | +5.3% | -0.4% | +4.1% |
| 30D | +23.9% | +13.4% | +10.5% | +21.4% |
| 3M | +15.8% | +6.6% | +9.2% | +14.3% |
| 6M | +31.7% | +59.1% | -27.4% | +21.8% |
| YTD | +25.7% | +12.3% | +13.4% | +22.3% |
| 1Y | +24.4% | +33.9% | -9.4% | +17.7% |
| 3Y | +65.9% | +23.0% | +42.9% | +55.8% |
| 5Y | -7.6% | +22.1% | -29.7% | -14.4% |
| All | +271.2% | +76.3% | +195.0% | +222.4% |
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