+42.2%
DLTR vs FND
+56.5%
-14.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -10.1% | -5.8% | -4.3% | -8.7% |
| 30D | -8.1% | -20.2% | +12.1% | -2.9% |
| 3M | +2.9% | -12.0% | +14.8% | +5.6% |
| 6M | +4.3% | -18.5% | +22.9% | +8.7% |
| YTD | -3.9% | -22.3% | +18.3% | +0.9% |
| 1Y | +18.9% | -47.6% | +66.5% | +37.0% |
| 3Y | +1.9% | -49.8% | +51.7% | +14.8% |
| 5Y | +31.0% | -63.0% | +94.0% | +50.8% |
| All | +42.2% | +56.5% | -14.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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