+39.2%
DLTR vs FRSH
-72.6%
+111.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -9.4% | -11.2% | +1.7% | -8.4% |
| 30D | -7.3% | -0.8% | -6.5% | -7.4% |
| 3M | +7.6% | +26.4% | -18.9% | +4.9% |
| 6M | +1.6% | +48.4% | -46.8% | -2.7% |
| YTD | -3.5% | -3.1% | -0.4% | -4.1% |
| 1Y | +20.0% | -8.7% | +28.7% | +20.0% |
| 3Y | +2.3% | -45.8% | +48.1% | +5.6% |
| All | +39.2% | -72.6% | +111.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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