+3,644.4%
FIX vs DLTR
+84.2%
+3,560.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -13.9% | +5.0% | -19.0% | -15.2% |
| 30D | -35.5% | +18.7% | -54.2% | -38.5% |
| 3M | -33.9% | +8.9% | -42.8% | -35.9% |
| 6M | -43.3% | +49.4% | -92.7% | -49.9% |
| YTD | +18.7% | +14.5% | +4.2% | +12.0% |
| 1Y | +13.8% | +32.5% | -18.7% | +3.1% |
| 3Y | +495.0% | +23.4% | +471.5% | +429.8% |
| 5Y | +1,049.0% | +26.2% | +1,022.9% | +861.9% |
| 10Y | +3,644.4% | +82.4% | +3,562.0% | +2,442.3% |
| All | +3,644.4% | +84.2% | +3,560.3% | +2,442.3% |
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