+62.4%
EWY vs DLTR
+45.2%
+17.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.6% | -11.5% | -2.5% |
| 7D | -8.3% | +15.6% | -23.9% | -9.3% |
| 30D | -20.5% | +29.9% | -50.4% | -22.5% |
| 3M | -11.1% | +12.5% | -23.6% | -11.8% |
| 6M | -7.0% | +56.3% | -63.3% | -15.8% |
| YTD | +56.5% | +19.5% | +37.0% | +51.8% |
| 1Y | +62.4% | +44.0% | +18.4% | +49.2% |
| All | +62.4% | +45.2% | +17.2% | +49.2% |
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