+174.8%
EXE vs DLTR
+7.8%
+167.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.2% |
| 7D | -2.7% | -10.2% | +7.5% | -1.9% |
| 30D | -0.4% | -8.5% | +8.1% | +0.3% |
| 3M | +9.5% | +5.6% | +3.9% | +8.8% |
| 6M | -9.3% | +2.2% | -11.5% | -9.9% |
| YTD | -10.9% | -3.8% | -7.2% | -11.1% |
| 1Y | +4.3% | +22.9% | -18.6% | +1.4% |
| 3Y | +18.8% | +2.0% | +16.8% | +16.3% |
| 5Y | +101.4% | +29.8% | +71.6% | +94.9% |
| All | +174.8% | +7.8% | +167.0% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling