+1,193.7%
EWY vs DLTR
+768.2%
+425.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | +1.2% | -9.4% | +10.7% | +3.2% |
| 30D | +9.3% | -7.3% | +16.6% | +10.7% |
| 3M | +2.4% | +7.6% | -5.1% | +0.3% |
| 6M | +40.3% | +1.6% | +38.7% | +38.2% |
| YTD | +88.0% | -3.5% | +91.5% | +87.0% |
| 1Y | +143.8% | +20.0% | +123.8% | +130.8% |
| 3Y | +217.8% | +2.3% | +215.5% | +200.4% |
| 5Y | +142.7% | +31.5% | +111.2% | +109.4% |
| 10Y | +291.7% | +45.4% | +246.3% | +215.7% |
| All | +1,193.7% | +768.2% | +425.5% | +505.1% |
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