+25.0%
FLEX vs DLTR
+45.2%
-20.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +9.6% | -22.0% | -11.6% |
| 7D | -17.0% | +15.6% | -32.6% | -16.4% |
| 30D | -33.8% | +29.9% | -63.7% | -33.6% |
| 3M | -39.0% | +12.5% | -51.5% | -38.5% |
| 6M | -15.9% | +56.3% | -72.2% | -20.9% |
| YTD | +27.8% | +19.5% | +8.3% | +26.3% |
| 1Y | +25.0% | +44.0% | -19.1% | +8.7% |
| All | +25.0% | +45.2% | -20.3% | +8.7% |
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