-37.1%
FIS vs DLTR
+29.2%
-66.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +2.5% | -1.4% | +0.6% |
| 30D | -2.2% | +2.1% | -4.3% | -2.6% |
| 3M | +2.1% | +20.3% | -18.1% | -0.7% |
| 6M | -14.7% | +11.5% | -26.2% | -16.5% |
| YTD | -35.7% | +6.8% | -42.5% | -36.5% |
| 1Y | -37.1% | +31.1% | -68.2% | -39.5% |
| All | -37.1% | +29.2% | -66.3% | -39.5% |
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