+101.7%
FICO vs DLTR
+41.6%
+60.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.7% |
| YTD | -44.9% | +6.8% | -51.7% | -45.8% |
| 1Y | -38.6% | +31.1% | -69.7% | -41.4% |
| 3Y | +4.0% | +10.7% | -6.7% | +2.2% |
| All | +101.7% | +41.6% | +60.1% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling