-66.1%
FIS vs DLTR
+27.2%
-93.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.1% | -2.7% |
| 7D | -9.1% | -10.2% | +1.2% | -7.5% |
| 30D | -10.4% | -8.5% | -2.0% | -9.2% |
| 3M | -3.7% | +5.6% | -9.3% | -4.4% |
| 6M | -24.8% | +2.2% | -27.0% | -25.3% |
| YTD | -41.6% | -3.8% | -37.8% | -41.5% |
| 1Y | -42.7% | +22.9% | -65.7% | -44.8% |
| 3Y | -26.2% | +2.0% | -28.3% | -28.2% |
| 5Y | -66.1% | +29.8% | -95.9% | -68.0% |
| All | -66.1% | +27.2% | -93.3% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling