-25.6%
FIS vs DLTR
+1.8%
-27.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -8.9% | -9.4% | +0.6% | -7.4% |
| 30D | -9.9% | -7.3% | -2.6% | -8.8% |
| 3M | 0.0% | +7.6% | -7.6% | -1.0% |
| 6M | -22.9% | +1.6% | -24.5% | -23.3% |
| YTD | -40.9% | -3.5% | -37.3% | -40.8% |
| 1Y | -40.4% | +20.0% | -60.5% | -42.3% |
| All | -25.6% | +1.8% | -27.4% | -30.0% |
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 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