-51.7%
FIG vs DLTR
+45.2%
-96.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.6% | -4.4% | +2.3% |
| 7D | -4.7% | +15.6% | -20.2% | -8.7% |
| 30D | +0.5% | +29.9% | -29.3% | -6.9% |
| 3M | -18.4% | +12.5% | -30.9% | -21.6% |
| 6M | +10.9% | +56.3% | -45.4% | -3.0% |
| YTD | -40.8% | +19.5% | -60.3% | -47.0% |
| 1Y | -51.7% | +44.0% | -95.7% | -59.0% |
| All | -51.7% | +45.2% | -96.9% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling