+154.8%
EXPE vs DLTR
+1.6%
+153.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | +0.2% |
| 7D | -11.5% | -10.2% | -1.3% | -9.4% |
| 30D | -13.1% | -8.5% | -4.6% | -11.4% |
| 3M | +18.1% | +5.6% | +12.6% | +17.2% |
| 6M | +13.3% | +2.2% | +11.1% | +12.4% |
| YTD | -3.2% | -3.8% | +0.5% | -3.1% |
| 1Y | +26.1% | +22.9% | +3.2% | +20.5% |
| All | +154.8% | +1.6% | +153.2% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling