+3,855.6%
DLTR vs FDS
+9,090.7%
-5,235.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -4.4% |
| 7D | -5.8% | -5.4% | -0.4% | -4.4% |
| 30D | -5.2% | +1.6% | -6.8% | -5.8% |
| 3M | +15.2% | +17.7% | -2.6% | +9.2% |
| 6M | +7.1% | +29.1% | -21.9% | -1.9% |
| YTD | +0.8% | +1.0% | -0.1% | -1.8% |
| 1Y | +24.8% | -21.6% | +46.4% | +29.9% |
| 3Y | +6.9% | -30.1% | +37.0% | +13.5% |
| 5Y | +33.2% | -20.7% | +54.0% | +35.4% |
| 10Y | +51.6% | +78.3% | -26.7% | +20.4% |
| All | +3,855.6% | +9,090.7% | -5,235.1% | +700.8% |
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