+12,262.1%
FAST vs DLTR
+11,615.8%
+646.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +1.3% |
| 7D | +2.1% | -2.0% | +4.1% | +2.4% |
| 30D | +6.9% | +12.8% | -5.9% | +3.6% |
| 3M | +4.8% | +1.1% | +3.7% | +4.0% |
| 6M | +19.8% | +35.9% | -16.1% | +10.0% |
| YTD | +34.9% | +6.6% | +28.3% | +30.4% |
| 1Y | +32.8% | +28.6% | +4.2% | +22.5% |
| 3Y | +93.7% | +14.0% | +79.7% | +75.6% |
| 5Y | +105.3% | +19.2% | +86.1% | +78.9% |
| 10Y | +595.4% | +78.1% | +517.2% | +415.6% |
| All | +12,262.1% | +11,615.8% | +646.3% | +3,289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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