+44.0%
DLTR vs EXEL
+386.3%
-342.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -9.4% | -2.9% | -6.6% | -9.1% |
| 30D | -7.3% | +11.9% | -19.2% | -8.6% |
| 3M | +7.6% | +9.2% | -1.7% | +6.3% |
| 6M | +1.6% | +39.1% | -37.5% | -2.7% |
| YTD | -3.5% | +31.0% | -34.6% | -7.0% |
| 1Y | +20.0% | +52.3% | -32.3% | +13.4% |
| 3Y | +2.3% | +159.7% | -157.5% | -11.3% |
| 5Y | +31.5% | +187.7% | -156.2% | +11.5% |
| All | +44.0% | +386.3% | -342.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling