-48.8%
SE vs DLTR
+45.2%
-94.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.6% | -5.2% | +3.3% |
| 7D | +6.7% | +15.6% | -8.9% | +4.9% |
| 30D | -17.2% | +29.9% | -47.1% | -19.6% |
| 3M | -28.0% | +12.5% | -40.5% | -29.2% |
| 6M | -6.1% | +56.3% | -62.4% | -11.1% |
| YTD | -37.1% | +19.5% | -56.6% | -38.2% |
| 1Y | -48.8% | +44.0% | -92.8% | -50.9% |
| All | -48.8% | +45.2% | -94.0% | -50.9% |
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