+1.9%
DLTR vs USFR
+14.1%
-12.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.2% |
| 7D | -10.1% | +0.1% | -10.2% | -9.8% |
| 30D | -8.1% | +0.4% | -8.5% | -7.4% |
| 3M | +2.9% | +1.0% | +1.8% | +5.3% |
| 6M | +4.3% | +2.0% | +2.4% | +8.0% |
| YTD | -3.9% | +2.8% | -6.7% | +0.1% |
| 1Y | +18.9% | +4.1% | +14.8% | +25.3% |
| 3Y | +1.9% | +14.1% | -12.2% | +26.9% |
| All | +1.9% | +14.1% | -12.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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