+148.0%
DLTR vs USFR
+27.6%
+120.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.7% | -5.6% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -5.2% | +0.3% | -5.6% | -5.3% |
| 3M | +15.2% | +1.0% | +14.2% | +15.1% |
| 6M | +7.1% | +1.9% | +5.2% | +7.0% |
| YTD | +0.8% | +2.7% | -1.8% | +0.7% |
| 1Y | +24.8% | +4.0% | +20.8% | +24.5% |
| 3Y | +6.9% | +14.0% | -7.1% | +6.1% |
| 5Y | +33.2% | +20.4% | +12.8% | +31.3% |
| 10Y | +51.6% | +28.1% | +23.5% | +47.3% |
| All | +148.0% | +27.6% | +120.4% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling