+152.2%
EWJ vs DLTR
+4,081.5%
-3,929.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.4% |
| 7D | +1.0% | -10.2% | +11.2% | +2.3% |
| 30D | +1.0% | -8.5% | +9.5% | +2.0% |
| 3M | +7.2% | +5.6% | +1.7% | +6.3% |
| 6M | +13.9% | +2.2% | +11.7% | +12.9% |
| YTD | +20.8% | -3.8% | +24.5% | +20.5% |
| 1Y | +26.4% | +22.9% | +3.4% | +22.0% |
| 3Y | +71.8% | +2.0% | +69.7% | +66.3% |
| 5Y | +49.9% | +29.8% | +20.1% | +38.1% |
| 10Y | +140.0% | +45.0% | +94.9% | +112.2% |
| All | +152.2% | +4,081.5% | -3,929.3% | +45.0% |
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