+149.5%
DLTR vs FIVE
+868.1%
-718.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.4% |
| 7D | +2.5% | +4.3% | -1.8% | +1.0% |
| 30D | +2.1% | +12.5% | -10.4% | -1.9% |
| 3M | +20.3% | +31.2% | -11.0% | +9.8% |
| 6M | +11.5% | +14.4% | -2.9% | +5.9% |
| YTD | +6.8% | +33.9% | -27.1% | -3.7% |
| 1Y | +31.1% | +65.1% | -34.0% | +10.3% |
| 3Y | +10.7% | +49.0% | -38.3% | -9.9% |
| 5Y | +41.6% | +30.3% | +11.3% | +15.9% |
| 10Y | +58.1% | +481.1% | -423.0% | -16.6% |
| All | +149.5% | +868.1% | -718.6% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling