+43.4%
DLTR vs XME
+421.4%
-377.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -10.1% | -4.2% | -5.9% | -9.0% |
| 30D | -8.1% | -2.7% | -5.4% | -7.6% |
| 3M | +2.9% | -3.9% | +6.8% | +3.3% |
| 6M | +4.3% | -1.0% | +5.3% | +3.2% |
| YTD | -3.9% | +9.8% | -13.7% | -8.6% |
| 1Y | +18.9% | +32.5% | -13.7% | +6.0% |
| 3Y | +1.9% | +124.3% | -122.4% | -24.3% |
| 5Y | +31.0% | +165.8% | -134.8% | -10.1% |
| All | +43.4% | +421.4% | -377.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling