+23.5%
DLTR vs FIVE
+19.1%
+4.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +2.3% |
| 7D | -1.0% | +6.2% | -7.2% | -3.2% |
| 30D | +15.7% | +18.2% | -2.5% | +8.3% |
| 3M | +4.8% | +3.8% | +1.0% | +3.1% |
| 6M | +45.6% | +13.7% | +31.9% | +37.4% |
| YTD | +11.6% | +34.7% | -23.2% | -2.3% |
| 1Y | +29.8% | +66.6% | -36.9% | +4.5% |
| 3Y | +20.8% | +44.3% | -23.5% | -5.3% |
| 5Y | +23.5% | +18.8% | +4.7% | -5.3% |
| All | +23.5% | +19.1% | +4.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling