+1,636.2%
DLTR vs FFIV
+7,518.9%
-5,882.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.5% | -1.0% | +3.4% | +2.6% |
| 30D | +2.1% | -5.1% | +7.1% | +2.6% |
| 3M | +20.3% | -4.5% | +24.7% | +20.6% |
| 6M | +11.5% | +36.5% | -25.0% | +6.5% |
| YTD | +6.8% | +53.0% | -46.1% | +0.2% |
| 1Y | +31.1% | +24.2% | +6.9% | +26.2% |
| 3Y | +10.7% | +137.2% | -126.5% | -2.7% |
| 5Y | +41.6% | +91.8% | -50.2% | +27.1% |
| 10Y | +58.1% | +215.2% | -157.0% | +31.4% |
| All | +1,636.2% | +7,518.9% | -5,882.7% | +675.2% |
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