+2.3%
DLTR vs FLR
+52.3%
-50.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.5% |
| 7D | -9.4% | -6.9% | -2.6% | -8.8% |
| 30D | -7.3% | +1.1% | -8.5% | -7.5% |
| 3M | +7.6% | +14.3% | -6.8% | +5.4% |
| 6M | +1.6% | +19.1% | -17.5% | -1.6% |
| YTD | -3.5% | +35.1% | -38.7% | -8.1% |
| 1Y | +20.0% | +29.5% | -9.4% | +14.8% |
| All | +2.3% | +52.3% | -50.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling