+2.1%
DLTR vs FDS
-32.7%
+34.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -4.0% |
| 7D | -10.2% | -8.8% | -1.5% | -8.9% |
| 30D | -8.5% | -1.4% | -7.1% | -8.3% |
| 3M | +5.6% | +13.9% | -8.3% | +2.9% |
| 6M | +2.2% | +27.4% | -25.2% | -2.5% |
| YTD | -3.8% | -2.5% | -1.3% | -4.0% |
| 1Y | +22.9% | -23.8% | +46.7% | +25.8% |
| All | +2.1% | -32.7% | +34.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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