+3.1%
FICO vs DLTR
+11.8%
-8.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.7% |
| 7D | -19.2% | +2.5% | -21.6% | -19.4% |
| 30D | -14.6% | +2.1% | -16.7% | -14.8% |
| 3M | -20.1% | +20.3% | -40.4% | -21.3% |
| 6M | -36.3% | +11.5% | -47.8% | -37.3% |
| YTD | -44.9% | +6.8% | -51.7% | -45.6% |
| 1Y | -38.6% | +31.1% | -69.7% | -40.0% |
| All | +3.1% | +11.8% | -8.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling