+32.4%
DLTR vs USFR
+20.6%
+11.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.2% |
| 7D | -10.1% | +0.1% | -10.2% | -9.7% |
| 30D | -8.1% | +0.4% | -8.5% | -7.2% |
| 3M | +2.9% | +1.0% | +1.8% | +5.9% |
| 6M | +4.3% | +2.0% | +2.4% | +9.9% |
| YTD | -3.9% | +2.8% | -6.7% | +2.9% |
| 1Y | +18.9% | +4.1% | +14.8% | +31.2% |
| 3Y | +1.9% | +14.1% | -12.2% | +46.9% |
| All | +32.4% | +20.6% | +11.8% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling