+1,787.9%
DLTR vs FFIV
+6,144.1%
-4,356.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | -2.8% | -2.9% | +0.2% | -2.4% |
| 30D | +21.5% | -32.4% | +53.9% | +27.0% |
| 3M | +11.6% | -22.7% | +34.3% | +14.4% |
| 6M | +58.7% | -10.7% | +69.4% | +59.2% |
| YTD | +16.2% | +25.4% | -9.2% | +11.0% |
| 1Y | +34.8% | +34.2% | +0.7% | +27.7% |
| 3Y | +25.3% | +101.2% | -75.9% | +11.7% |
| 5Y | +25.8% | +42.0% | -16.1% | +16.6% |
| 10Y | +83.7% | +126.7% | -43.1% | +58.1% |
| All | +1,787.9% | +6,144.1% | -4,356.2% | +758.4% |
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