+18.5%
DLTR vs EXPD
+55.6%
-37.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.7% | -4.3% |
| 7D | -2.0% | -7.2% | +5.1% | -0.1% |
| 30D | +12.8% | -3.3% | +16.0% | +13.7% |
| 3M | +1.1% | +3.4% | -2.3% | -0.2% |
| 6M | +35.9% | +22.7% | +13.2% | +26.9% |
| YTD | +6.6% | +24.5% | -17.9% | -2.2% |
| 1Y | +28.6% | +38.6% | -10.0% | +13.5% |
| 3Y | +14.0% | +71.5% | -57.5% | -9.1% |
| All | +18.5% | +55.6% | -37.1% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling