+37.0%
DLTR vs FIVE
+62.8%
-25.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +2.4% | +2.4% | 0.0% | +1.2% |
| 30D | +21.5% | +15.8% | +5.6% | +13.7% |
| 3M | +9.8% | +3.8% | +6.1% | +8.0% |
| 6M | +58.6% | +18.5% | +40.1% | +45.5% |
| YTD | +14.8% | +31.2% | -16.4% | -2.7% |
| All | +37.0% | +62.8% | -25.8% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling