+2.7%
EWZ vs DLTR
+33.1%
-30.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.6% |
| 7D | +1.3% | +5.0% | -3.7% | +1.0% |
| 30D | -26.2% | +18.7% | -44.9% | -27.0% |
| 3M | -8.6% | +8.9% | -17.5% | -9.3% |
| 6M | -17.0% | +49.4% | -66.5% | -20.3% |
| YTD | +2.2% | +14.5% | -12.3% | -0.6% |
| 1Y | +2.7% | +32.5% | -29.8% | +1.2% |
| All | +2.7% | +33.1% | -30.4% | +1.2% |
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