+147.8%
EWY vs DLTR
+19.1%
+128.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.3% |
| 7D | -0.1% | -10.1% | +10.0% | +1.3% |
| 30D | +7.3% | -8.1% | +15.4% | +8.3% |
| 3M | -5.1% | +2.9% | -8.0% | -7.1% |
| 6M | +42.1% | +4.3% | +37.7% | +38.4% |
| YTD | +94.1% | -3.9% | +98.1% | +92.0% |
| 1Y | +147.8% | +18.9% | +128.9% | +131.3% |
| All | +147.8% | +19.1% | +128.7% | +131.3% |
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