+11,144.7%
DLTR vs EXPD
+18,341.5%
-7,196.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | +2.1% | +4.1% | -2.0% | +0.9% |
| 3M | +20.3% | +17.9% | +2.4% | +14.5% |
| 6M | +11.5% | +29.2% | -17.7% | +2.9% |
| YTD | +6.8% | +27.4% | -20.5% | -1.7% |
| 1Y | +31.1% | +56.8% | -25.7% | +13.5% |
| 3Y | +10.7% | +68.0% | -57.4% | -7.0% |
| 5Y | +41.6% | +61.9% | -20.3% | +18.8% |
| 10Y | +58.1% | +316.0% | -257.9% | +0.6% |
| All | +11,144.7% | +18,341.5% | -7,196.8% | +3,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling