+1,033.9%
FLEX vs DLTR
+45.9%
+988.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | +0.1% | -9.4% | +9.6% | +2.2% |
| 30D | -11.8% | -7.3% | -4.4% | -10.6% |
| 3M | -22.6% | +7.6% | -30.1% | -24.7% |
| 6M | +77.3% | +1.6% | +75.8% | +73.5% |
| YTD | +78.8% | -3.5% | +82.3% | +76.6% |
| 1Y | +86.1% | +20.0% | +66.0% | +73.9% |
| 3Y | +446.2% | +2.3% | +443.9% | +412.0% |
| 5Y | +689.7% | +31.5% | +658.2% | +548.2% |
| All | +1,033.9% | +45.9% | +988.1% | +763.5% |
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