+1,724.2%
DLTR vs FFIV
+5,932.0%
-4,207.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.9% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +13.4% | -32.4% | +45.8% | +18.6% |
| 3M | +6.6% | -25.7% | +32.3% | +9.8% |
| 6M | +59.1% | -13.5% | +72.6% | +60.2% |
| YTD | +12.3% | +21.1% | -8.9% | +7.7% |
| 1Y | +33.9% | +29.4% | +4.4% | +27.3% |
| 3Y | +23.0% | +94.9% | -71.9% | +10.1% |
| 5Y | +22.1% | +34.7% | -12.6% | +13.9% |
| 10Y | +77.5% | +119.0% | -41.6% | +53.4% |
| All | +1,724.2% | +5,932.0% | -4,207.8% | +733.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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