+169.7%
EXE vs DLTR
+7.6%
+162.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -3.1% | -10.1% | +6.9% | -2.3% |
| 30D | -0.9% | -8.1% | +7.2% | -0.3% |
| 3M | +9.6% | +2.9% | +6.7% | +9.1% |
| 6M | -11.6% | +4.3% | -16.0% | -12.3% |
| YTD | -12.6% | -3.9% | -8.6% | -12.7% |
| 1Y | +1.2% | +18.9% | -17.7% | -1.4% |
| 3Y | +18.0% | +1.9% | +16.1% | +15.5% |
| 5Y | +101.1% | +31.0% | +70.1% | +94.4% |
| All | +169.7% | +7.6% | +162.1% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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