-78.2%
SE vs DLTR
+23.8%
-102.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.0% |
| 7D | -1.5% | +2.4% | -3.9% | -2.1% |
| 30D | -22.3% | +21.5% | -43.8% | -25.8% |
| 3M | -41.8% | +9.8% | -51.7% | -43.3% |
| 6M | -22.4% | +58.6% | -81.0% | -31.2% |
| YTD | -41.6% | +14.8% | -56.4% | -44.2% |
| 1Y | -48.0% | +33.0% | -81.1% | -52.3% |
| 3Y | +63.9% | +23.8% | +40.0% | +44.9% |
| 5Y | -78.2% | +24.9% | -103.1% | -79.1% |
| All | -78.2% | +23.8% | -102.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling