+651.7%
FLEX vs DLTR
+85.5%
+566.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +2.2% | -2.8% | +5.0% | +3.0% |
| 30D | -32.6% | +21.5% | -54.1% | -35.7% |
| 3M | -35.5% | +11.6% | -47.1% | -37.6% |
| 6M | -45.6% | +58.7% | -104.3% | -52.1% |
| YTD | +30.7% | +16.2% | +14.5% | +23.3% |
| 1Y | +28.4% | +34.8% | -6.5% | +16.6% |
| 3Y | +301.7% | +25.3% | +276.4% | +258.2% |
| 5Y | +473.3% | +25.8% | +447.5% | +387.1% |
| 10Y | +651.7% | +83.7% | +568.1% | +441.8% |
| All | +651.7% | +85.5% | +566.3% | +441.8% |
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