+51.6%
DLTR vs EXPD
+308.0%
-256.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.1% |
| 7D | -5.8% | -0.9% | -4.9% | -5.5% |
| 30D | -5.2% | +4.1% | -9.3% | -6.6% |
| 3M | +15.2% | +13.8% | +1.4% | +9.9% |
| 6M | +7.1% | +27.3% | -20.2% | -2.5% |
| YTD | +0.8% | +25.4% | -24.6% | -8.6% |
| 1Y | +24.8% | +54.4% | -29.6% | +4.2% |
| 3Y | +6.9% | +67.9% | -61.0% | -15.1% |
| 5Y | +33.2% | +59.2% | -25.9% | +6.1% |
| 10Y | +51.6% | +308.6% | -257.0% | -16.4% |
| All | +51.6% | +308.0% | -256.4% | -16.4% |
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