+18.9%
DLTR vs FLR
+31.4%
-12.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -10.1% | -3.5% | -6.6% | -9.8% |
| 30D | -8.1% | +4.2% | -12.3% | -8.5% |
| 3M | +2.9% | +8.1% | -5.2% | +1.7% |
| 6M | +4.3% | +21.5% | -17.2% | -0.3% |
| YTD | -3.9% | +36.8% | -40.7% | -10.8% |
| 1Y | +18.9% | +31.2% | -12.3% | +12.0% |
| All | +18.9% | +31.4% | -12.5% | +12.0% |
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 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