-38.6%
FICO vs DLTR
+29.2%
-67.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.7% |
| 7D | -19.2% | +2.5% | -21.6% | -19.5% |
| 30D | -14.6% | +2.1% | -16.7% | -14.9% |
| 3M | -20.1% | +20.3% | -40.4% | -22.2% |
| 6M | -36.3% | +11.5% | -47.8% | -38.4% |
| YTD | -44.9% | +6.8% | -51.7% | -46.6% |
| 1Y | -38.6% | +31.1% | -69.7% | -36.7% |
| All | -38.6% | +29.2% | -67.9% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling