+31.1%
DLTR vs EXR
+1.1%
+30.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | +2.5% | -2.6% | +5.0% | +4.2% |
| 30D | +2.1% | -7.2% | +9.3% | +7.3% |
| 3M | +20.3% | -3.5% | +23.8% | +22.9% |
| 6M | +11.5% | -5.3% | +16.8% | +15.6% |
| YTD | +6.8% | +9.4% | -2.5% | +0.1% |
| 1Y | +31.1% | +1.3% | +29.8% | +25.4% |
| All | +31.1% | +1.1% | +30.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling