+990.5%
DLTR vs EXEL
+264.7%
+725.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.4% |
| 7D | -5.8% | +1.4% | -7.2% | -5.9% |
| 30D | -5.2% | +6.7% | -11.9% | -5.9% |
| 3M | +15.2% | +11.5% | +3.7% | +13.8% |
| 6M | +7.1% | +38.8% | -31.7% | +3.4% |
| YTD | +0.8% | +31.6% | -30.7% | -2.2% |
| 1Y | +24.8% | +53.0% | -28.2% | +18.9% |
| 3Y | +6.9% | +160.8% | -153.9% | -4.8% |
| 5Y | +33.2% | +190.1% | -156.8% | +16.6% |
| 10Y | +51.6% | +367.0% | -315.4% | +19.8% |
| All | +990.5% | +264.7% | +725.8% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling