+61.9%
SE vs DLTR
+24.3%
+37.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.8% |
| 7D | -1.5% | +2.4% | -3.9% | -1.7% |
| 30D | -22.3% | +21.5% | -43.8% | -23.5% |
| 3M | -41.8% | +9.8% | -51.7% | -42.3% |
| 6M | -22.4% | +58.6% | -81.0% | -25.3% |
| YTD | -41.6% | +14.8% | -56.4% | -42.4% |
| 1Y | -48.0% | +33.0% | -81.1% | -49.2% |
| All | +61.9% | +24.3% | +37.6% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling