-40.7%
FIS vs DLTR
+45.9%
-86.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -8.9% | -9.4% | +0.6% | -7.0% |
| 30D | -9.9% | -7.3% | -2.6% | -8.6% |
| 3M | 0.0% | +7.6% | -7.6% | -1.5% |
| 6M | -22.9% | +1.6% | -24.5% | -23.6% |
| YTD | -40.9% | -3.5% | -37.3% | -40.9% |
| 1Y | -40.4% | +20.0% | -60.5% | -43.2% |
| 3Y | -25.4% | +2.3% | -27.6% | -28.4% |
| 5Y | -64.8% | +31.5% | -96.4% | -69.6% |
| All | -40.7% | +45.9% | -86.5% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling