+356.3%
EWZ vs DLTR
+870.2%
-513.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +0.6% | -2.8% | +3.4% | +1.1% |
| 30D | -25.5% | +21.5% | -47.0% | -28.8% |
| 3M | -4.5% | +11.6% | -16.1% | -7.3% |
| 6M | -15.3% | +58.7% | -74.0% | -24.4% |
| YTD | +3.1% | +16.2% | -13.1% | -2.1% |
| 1Y | +1.2% | +34.8% | -33.6% | -7.2% |
| 3Y | +19.3% | +25.3% | -6.0% | +6.8% |
| 5Y | +52.3% | +25.8% | +26.5% | +31.7% |
| 10Y | +67.0% | +83.7% | -16.6% | +26.7% |
| All | +356.3% | +870.2% | -513.9% | +108.6% |
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 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