+50.4%
EWJ vs DLTR
+30.4%
+20.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +0.3% | -10.1% | +10.4% | +1.3% |
| 30D | +0.8% | -8.1% | +8.9% | +1.6% |
| 3M | +7.5% | +2.9% | +4.6% | +7.0% |
| 6M | +15.6% | +4.3% | +11.2% | +14.5% |
| YTD | +22.7% | -3.9% | +26.7% | +22.5% |
| 1Y | +26.4% | +18.9% | +7.5% | +23.4% |
| 3Y | +72.5% | +1.9% | +70.6% | +68.6% |
| All | +50.4% | +30.4% | +20.0% | +46.6% |
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