-45.9%
SE vs DLTR
+19.1%
-65.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -5.2% | -10.1% | +4.9% | -4.4% |
| 30D | -17.1% | -8.1% | -9.0% | -16.5% |
| 3M | +24.0% | +2.9% | +21.1% | +23.5% |
| 6M | +21.0% | +4.3% | +16.6% | +20.5% |
| YTD | -16.7% | -3.9% | -12.8% | -16.4% |
| 1Y | -45.9% | +18.9% | -64.8% | -47.7% |
| All | -45.9% | +19.1% | -65.0% | -47.7% |
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