+164.3%
EWY vs DLTR
+29.2%
+135.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +4.8% | +2.5% | +2.3% | +4.4% |
| 30D | +11.7% | +2.1% | +9.6% | +11.2% |
| 3M | -7.4% | +20.3% | -27.7% | -11.5% |
| 6M | +40.6% | +11.5% | +29.0% | +36.2% |
| YTD | +94.3% | +6.8% | +87.4% | +89.6% |
| 1Y | +164.3% | +31.1% | +133.2% | +142.6% |
| All | +164.3% | +29.2% | +135.0% | +142.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling