+602.8%
FICO vs DLTR
+50.3%
+552.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.3% |
| 7D | -15.4% | -5.8% | -9.6% | -14.4% |
| 30D | -10.4% | -5.2% | -5.1% | -9.5% |
| 3M | -22.7% | +15.2% | -37.9% | -25.3% |
| 6M | -36.8% | +7.1% | -43.9% | -38.3% |
| YTD | -44.8% | +0.8% | -45.6% | -45.6% |
| 1Y | -39.3% | +24.8% | -64.1% | -43.2% |
| 3Y | +3.7% | +6.9% | -3.2% | -2.1% |
| 5Y | +101.7% | +33.2% | +68.5% | +70.7% |
| 10Y | +602.8% | +51.6% | +551.2% | +418.6% |
| All | +602.8% | +50.3% | +552.5% | +418.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling