+3,675.4%
DLTR vs FDS
+8,778.1%
-5,102.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -3.6% |
| 7D | -10.2% | -8.8% | -1.5% | -7.9% |
| 30D | -8.5% | -1.4% | -7.1% | -8.3% |
| 3M | +5.6% | +13.9% | -8.3% | +1.1% |
| 6M | +2.2% | +27.4% | -25.2% | -6.0% |
| YTD | -3.8% | -2.5% | -1.3% | -5.3% |
| 1Y | +22.9% | -23.8% | +46.7% | +29.0% |
| 3Y | +2.0% | -32.5% | +34.5% | +9.4% |
| 5Y | +29.8% | -23.2% | +53.0% | +33.1% |
| 10Y | +45.0% | +76.4% | -31.4% | +15.7% |
| All | +3,675.4% | +8,778.1% | -5,102.6% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling