+45.0%
DLTR vs FIVE
+486.0%
-441.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -3.6% |
| 7D | -10.2% | +1.7% | -11.9% | -10.8% |
| 30D | -8.5% | +5.0% | -13.5% | -10.2% |
| 3M | +5.6% | +29.5% | -23.9% | -4.3% |
| 6M | +2.2% | +12.4% | -10.2% | -3.0% |
| YTD | -3.8% | +31.2% | -35.0% | -13.8% |
| 1Y | +22.9% | +72.9% | -49.9% | -0.6% |
| 3Y | +2.0% | +53.0% | -51.0% | -20.0% |
| 5Y | +29.8% | +34.2% | -4.3% | +2.1% |
| 10Y | +45.0% | +497.6% | -452.6% | -38.9% |
| All | +45.0% | +486.0% | -441.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling