+12,356.4%
FICO vs DLTR
+11,615.8%
+740.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.5% |
| 7D | -0.9% | -2.0% | +1.1% | -0.8% |
| 30D | +3.3% | +12.8% | -9.4% | +0.9% |
| 3M | -31.7% | +1.1% | -32.8% | -32.1% |
| 6M | -34.0% | +35.9% | -69.9% | -38.0% |
| YTD | -58.3% | +6.6% | -64.9% | -59.3% |
| 1Y | -57.9% | +28.6% | -86.5% | -60.3% |
| 3Y | -24.1% | +14.0% | -38.1% | -29.1% |
| 5Y | +85.3% | +19.2% | +66.1% | +68.6% |
| 10Y | +520.3% | +78.1% | +442.2% | +409.4% |
| All | +12,356.4% | +11,615.8% | +740.6% | +6,195.8% |
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