+2,263.8%
ICE vs DLTR
+1,480.1%
+783.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.8% |
| 7D | -1.2% | -5.8% | +4.7% | +0.3% |
| 30D | +5.0% | -5.2% | +10.2% | +6.3% |
| 3M | +13.9% | +15.2% | -1.3% | +9.4% |
| 6M | -4.4% | +7.1% | -11.5% | -7.3% |
| YTD | -1.9% | +0.8% | -2.8% | -3.8% |
| 1Y | -8.1% | +24.8% | -32.9% | -15.3% |
| 3Y | +42.5% | +6.9% | +35.6% | +30.6% |
| 5Y | +40.6% | +33.2% | +7.4% | +13.8% |
| 10Y | +217.1% | +51.6% | +165.6% | +121.2% |
| All | +2,263.8% | +1,480.1% | +783.7% | +393.6% |
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