+1,601.6%
DLTR vs EXR
+2,662.2%
-1,060.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.5% | -2.6% | +5.0% | +3.1% |
| 30D | +2.1% | -7.2% | +9.3% | +3.9% |
| 3M | +20.3% | -3.5% | +23.8% | +21.3% |
| 6M | +11.5% | -5.3% | +16.8% | +13.0% |
| YTD | +6.8% | +9.4% | -2.5% | +4.6% |
| 1Y | +31.1% | +1.3% | +29.8% | +30.7% |
| 3Y | +10.7% | +22.4% | -11.7% | +4.1% |
| 5Y | +41.6% | -12.2% | +53.8% | +42.0% |
| 10Y | +58.1% | +148.6% | -90.4% | +21.4% |
| All | +1,601.6% | +2,662.2% | -1,060.6% | +687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling