-29.3%
EW vs DLTR
+30.4%
-59.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.2% | -10.1% | +3.9% | -4.9% |
| 30D | -9.3% | -8.1% | -1.2% | -8.4% |
| 3M | -1.6% | +2.9% | -4.5% | -2.0% |
| 6M | -0.8% | +4.3% | -5.2% | -1.7% |
| YTD | -1.0% | -3.9% | +2.9% | -1.1% |
| 1Y | +8.2% | +18.9% | -10.7% | +5.2% |
| 3Y | +12.7% | +1.9% | +10.8% | +10.9% |
| All | -29.3% | +30.4% | -59.7% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling