+589.4%
SE vs DLTR
+42.9%
+546.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | +2.5% | -8.6% | -6.6% |
| 30D | -2.5% | +2.1% | -4.5% | -3.0% |
| 3M | +21.7% | +20.3% | +1.4% | +16.5% |
| 6M | +27.0% | +11.5% | +15.5% | +22.8% |
| YTD | -12.1% | +6.8% | -19.0% | -14.4% |
| 1Y | -40.9% | +31.1% | -72.0% | -45.4% |
| 3Y | +191.0% | +10.7% | +180.3% | +168.1% |
| 5Y | -68.3% | +41.6% | -109.9% | -71.9% |
| All | +589.4% | +42.9% | +546.4% | +465.3% |
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