+892.3%
DLTR vs FLR
+609.6%
+282.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.7% |
| 7D | -5.8% | +0.7% | -6.5% | -5.9% |
| 30D | -5.2% | -0.7% | -4.6% | -5.3% |
| 3M | +15.2% | +14.3% | +0.8% | +11.9% |
| 6M | +7.1% | +25.6% | -18.5% | +1.8% |
| YTD | +0.8% | +42.9% | -42.0% | -6.3% |
| 1Y | +24.8% | +38.7% | -14.0% | +16.2% |
| 3Y | +6.9% | +61.8% | -54.9% | -6.3% |
| 5Y | +33.2% | +254.1% | -220.8% | +0.1% |
| 10Y | +51.6% | +20.0% | +31.5% | +19.5% |
| All | +892.3% | +609.6% | +282.7% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling