+18.9%
DLTR vs EXR
-0.7%
+19.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -10.1% | -1.2% | -8.9% | -9.3% |
| 30D | -8.1% | -6.2% | -1.9% | -4.0% |
| 3M | +2.9% | -7.4% | +10.3% | +8.2% |
| 6M | +4.3% | -0.5% | +4.9% | +4.9% |
| YTD | -3.9% | +8.1% | -12.0% | -9.3% |
| 1Y | +18.9% | -2.9% | +21.8% | +15.1% |
| All | +18.9% | -0.7% | +19.6% | +15.1% |
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