+33.5%
EWZ vs DLTR
+21.6%
+11.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.0% |
| 7D | -0.1% | -10.2% | +10.2% | +0.9% |
| 30D | +8.2% | -8.5% | +16.7% | +9.0% |
| 3M | +13.3% | +5.6% | +7.7% | +12.2% |
| 6M | +3.6% | +2.2% | +1.4% | +2.7% |
| YTD | +21.0% | -3.8% | +24.7% | +19.9% |
| All | +33.5% | +21.6% | +11.9% | +25.6% |
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