+18.9%
DLTR vs FIGR
-3.1%
+22.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -10.1% | -3.0% | -7.1% | -10.1% |
| 30D | -8.1% | +13.7% | -21.8% | -8.4% |
| 3M | +2.9% | +23.9% | -21.0% | +2.2% |
| 6M | +4.3% | -8.4% | +12.8% | +4.0% |
| YTD | -3.9% | -14.6% | +10.7% | -3.7% |
| 1Y | +18.9% | +12.1% | +6.8% | +20.1% |
| All | +18.9% | -3.1% | +22.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling