+98.5%
FLEX vs DLTR
+29.2%
+69.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | -10.1% | +2.1% | -12.2% | -10.4% |
| 3M | -31.3% | +20.3% | -51.6% | -34.0% |
| 6M | +71.3% | +11.5% | +59.8% | +67.1% |
| YTD | +81.2% | +6.8% | +74.4% | +77.8% |
| 1Y | +98.5% | +31.1% | +67.4% | +73.3% |
| All | +98.5% | +29.2% | +69.2% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling