+6,161.0%
FIX vs DLTR
+52.2%
+6,108.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +3.7% |
| 7D | +6.1% | -5.8% | +11.9% | +7.5% |
| 30D | -2.7% | -5.2% | +2.6% | -1.7% |
| 3M | -10.9% | +15.2% | -26.1% | -14.8% |
| 6M | +29.0% | +7.1% | +21.9% | +24.6% |
| YTD | +76.9% | +0.8% | +76.0% | +73.2% |
| 1Y | +130.7% | +24.8% | +106.0% | +112.9% |
| 3Y | +790.7% | +6.9% | +783.8% | +727.4% |
| 5Y | +2,185.6% | +33.2% | +2,152.3% | +1,752.5% |
| All | +6,161.0% | +52.2% | +6,108.9% | +4,286.0% |
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 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