+50.0%
EXPE vs DLTR
+45.2%
+4.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +9.6% | +0.9% | +7.0% |
| 7D | +14.6% | +15.6% | -0.9% | +9.2% |
| 30D | +21.4% | +29.9% | -8.5% | +11.7% |
| 3M | +1.4% | +12.5% | -11.1% | -2.6% |
| 6M | +28.6% | +56.3% | -27.7% | +13.5% |
| YTD | +12.1% | +19.5% | -7.4% | +5.6% |
| 1Y | +50.0% | +44.0% | +6.0% | +21.3% |
| All | +50.0% | +45.2% | +4.8% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling