+538.9%
FICO vs DLTR
+80.3%
+458.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.3% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | -0.8% | +21.5% | -22.3% | -5.2% |
| 3M | -31.3% | +9.8% | -41.1% | -33.0% |
| 6M | -33.9% | +58.6% | -92.6% | -40.9% |
| YTD | -57.6% | +14.8% | -72.4% | -59.5% |
| 1Y | -59.7% | +33.0% | -92.7% | -62.7% |
| 3Y | -28.0% | +23.8% | -51.9% | -34.4% |
| 5Y | +91.0% | +24.9% | +66.0% | +67.9% |
| All | +538.9% | +80.3% | +458.6% | +360.5% |
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