+432.5%
EWZ vs DLTR
+792.2%
-359.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | +2.5% | +4.0% | +5.9% |
| 30D | +4.8% | +2.1% | +2.8% | +4.3% |
| 3M | +9.9% | +20.3% | -10.4% | +5.2% |
| 6M | +1.9% | +11.5% | -9.6% | -1.5% |
| YTD | +20.3% | +6.8% | +13.5% | +17.0% |
| 1Y | +35.6% | +31.1% | +4.5% | +25.5% |
| 3Y | +43.4% | +10.7% | +32.8% | +32.6% |
| 5Y | +55.9% | +41.6% | +14.3% | +30.9% |
| 10Y | +84.2% | +58.1% | +26.0% | +45.0% |
| All | +432.5% | +792.2% | -359.7% | +149.2% |
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 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