+31.1%
DLTR vs FLR
+31.2%
-0.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +2.5% | +5.4% | -3.0% | +1.9% |
| 30D | +2.1% | +11.4% | -9.3% | +0.8% |
| 3M | +20.3% | +11.4% | +8.9% | +18.3% |
| 6M | +11.5% | +16.6% | -5.1% | +8.0% |
| YTD | +6.8% | +41.7% | -34.9% | -1.5% |
| 1Y | +31.1% | +35.4% | -4.3% | +22.5% |
| All | +31.1% | +31.2% | -0.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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