+156.4%
EXPE vs DLTR
+45.9%
+110.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -8.7% | -9.4% | +0.8% | -6.3% |
| 30D | -13.6% | -7.3% | -6.3% | -11.9% |
| 3M | +26.6% | +7.6% | +19.1% | +24.4% |
| 6M | +19.9% | +1.6% | +18.4% | +18.7% |
| YTD | -1.7% | -3.5% | +1.8% | -1.9% |
| 1Y | +29.4% | +20.0% | +9.4% | +22.1% |
| 3Y | +155.7% | +2.3% | +153.4% | +143.3% |
| 5Y | +93.1% | +31.5% | +61.5% | +66.5% |
| All | +156.4% | +45.9% | +110.5% | +109.5% |
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