+80.5%
DLTR vs EXPD
+334.2%
-253.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +3.7% |
| 7D | -1.0% | -5.5% | +4.5% | +0.8% |
| 30D | +15.7% | -1.9% | +17.6% | +16.3% |
| 3M | +4.8% | +6.1% | -1.3% | +2.4% |
| 6M | +45.6% | +21.6% | +24.0% | +35.1% |
| YTD | +11.6% | +27.9% | -16.3% | +0.2% |
| 1Y | +29.8% | +39.4% | -9.6% | +12.8% |
| 3Y | +20.8% | +72.7% | -51.9% | -5.3% |
| 5Y | +23.5% | +60.3% | -36.8% | -1.8% |
| 10Y | +80.5% | +332.6% | -252.1% | +3.4% |
| All | +80.5% | +334.2% | -253.7% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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