-2.8%
EXPE vs DLTR
+34.7%
-37.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | -0.5% | +5.3% | -5.8% | -2.5% |
| 30D | -6.1% | +13.4% | -19.5% | -8.9% |
| 3M | -21.3% | +6.6% | -27.9% | -22.3% |
| 6M | +19.0% | +59.1% | -40.1% | +7.8% |
| YTD | -8.4% | +12.3% | -20.7% | -11.6% |
| 1Y | -2.8% | +33.9% | -36.7% | -15.9% |
| All | -2.8% | +34.7% | -37.5% | -15.9% |
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 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