+1,315.5%
FERG vs DLTR
+639.3%
+676.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.9% |
| 7D | +0.9% | -10.2% | +11.1% | +1.9% |
| 30D | -15.1% | -8.5% | -6.6% | -14.4% |
| 3M | -4.8% | +5.6% | -10.4% | -5.5% |
| 6M | -2.5% | +2.2% | -4.6% | -3.1% |
| YTD | +1.8% | -3.8% | +5.6% | +1.7% |
| 1Y | -0.3% | +22.9% | -23.3% | -2.8% |
| 3Y | +52.9% | +2.0% | +50.9% | +49.1% |
| 5Y | +69.3% | +29.8% | +39.5% | +65.1% |
| 10Y | +352.7% | +45.0% | +307.7% | +339.0% |
| All | +1,315.5% | +639.3% | +676.2% | +1,342.0% |
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