+52.4%
GEV vs DLTR
+45.2%
+7.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +9.6% | -18.9% | -8.6% |
| 7D | -5.1% | +15.6% | -20.7% | -4.3% |
| 30D | -15.8% | +29.9% | -45.7% | -15.2% |
| 3M | -18.2% | +12.5% | -30.6% | -17.2% |
| 6M | -22.4% | +56.3% | -78.7% | -25.1% |
| YTD | +27.7% | +19.5% | +8.2% | +31.8% |
| 1Y | +52.4% | +44.0% | +8.3% | +47.4% |
| All | +52.4% | +45.2% | +7.1% | +47.4% |
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