+16,382.4%
FICO vs DLTR
+11,640.8%
+4,741.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.7% |
| 7D | -19.2% | +2.5% | -21.6% | -19.6% |
| 30D | -14.6% | +2.1% | -16.7% | -15.0% |
| 3M | -20.1% | +20.3% | -40.4% | -22.9% |
| 6M | -36.3% | +11.5% | -47.8% | -38.0% |
| YTD | -44.9% | +6.8% | -51.7% | -46.0% |
| 1Y | -38.6% | +31.1% | -69.7% | -42.3% |
| 3Y | +4.0% | +10.7% | -6.7% | -2.2% |
| 5Y | +99.5% | +41.6% | +57.9% | +75.7% |
| 10Y | +604.7% | +58.1% | +546.5% | +491.8% |
| All | +16,382.4% | +11,640.8% | +4,741.5% | +8,249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling