-80.8%
FIG vs DLTR
+4.6%
-85.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -12.2% | -9.4% | -2.8% | -9.8% |
| 30D | -11.0% | -7.3% | -3.6% | -9.4% |
| 3M | +11.9% | +7.6% | +4.3% | +9.6% |
| 6M | -21.9% | +1.6% | -23.5% | -24.8% |
| YTD | -40.8% | -3.5% | -37.2% | -42.9% |
| 1Y | -56.6% | +20.0% | -76.7% | -62.0% |
| All | -80.8% | +4.6% | -85.4% | -84.6% |
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