+6.8%
DLTR vs EXR
-1.8%
+8.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +5.3% | -0.4% | +5.7% | +5.4% |
| 30D | +13.4% | +18.2% | -4.8% | +7.5% |
| 3M | +6.6% | +7.3% | -0.7% | +4.2% |
| 6M | +59.1% | +13.8% | +45.2% | +52.7% |
| YTD | +12.3% | +25.9% | -13.7% | +4.6% |
| 1Y | +33.9% | +25.8% | +8.1% | +24.8% |
| 3Y | +23.0% | +53.7% | -30.7% | +6.3% |
| All | +6.8% | -1.8% | +8.6% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling