+3,553.2%
FIX vs DLTR
+76.3%
+3,476.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +9.4% | +5.3% | +4.1% | +8.3% |
| 30D | -27.8% | +13.4% | -41.2% | -30.2% |
| 3M | -35.6% | +6.6% | -42.2% | -37.1% |
| 6M | -45.2% | +59.1% | -104.3% | -52.4% |
| YTD | +19.5% | +12.3% | +7.2% | +13.2% |
| 1Y | +24.2% | +33.9% | -9.6% | +12.2% |
| 3Y | +494.2% | +23.0% | +471.2% | +428.8% |
| 5Y | +1,036.1% | +22.1% | +1,014.0% | +860.3% |
| All | +3,553.2% | +76.3% | +3,476.9% | +2,392.5% |
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 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