+43.4%
DLTR vs FLR
+19.7%
+23.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -10.1% | -3.5% | -6.6% | -9.7% |
| 30D | -8.1% | +4.2% | -12.3% | -8.6% |
| 3M | +2.9% | +8.1% | -5.2% | +1.4% |
| 6M | +4.3% | +21.5% | -17.2% | +0.9% |
| YTD | -3.9% | +36.8% | -40.7% | -8.6% |
| 1Y | +18.9% | +31.2% | -12.3% | +13.5% |
| 3Y | +1.9% | +53.9% | -52.0% | -7.1% |
| 5Y | +31.0% | +243.0% | -212.0% | +7.1% |
| All | +43.4% | +19.7% | +23.7% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling