+2.3%
DLTR vs EXEL
+160.7%
-158.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -9.4% | -2.9% | -6.6% | -9.2% |
| 30D | -7.3% | +11.9% | -19.2% | -8.4% |
| 3M | +7.6% | +9.2% | -1.7% | +6.5% |
| 6M | +1.6% | +39.1% | -37.5% | -1.7% |
| YTD | -3.5% | +31.0% | -34.6% | -6.2% |
| 1Y | +20.0% | +52.3% | -32.3% | +15.3% |
| All | +2.3% | +160.7% | -158.4% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling