+644.7%
FLEX vs DLTR
+80.3%
+564.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.8% |
| 7D | +17.1% | +2.4% | +14.7% | +16.5% |
| 30D | -29.5% | +21.5% | -51.0% | -32.8% |
| 3M | -37.3% | +9.8% | -47.1% | -39.1% |
| 6M | -44.1% | +58.6% | -102.7% | -50.8% |
| YTD | +29.3% | +14.8% | +14.5% | +22.3% |
| 1Y | +24.2% | +33.0% | -8.9% | +13.1% |
| 3Y | +297.3% | +23.8% | +273.5% | +255.2% |
| 5Y | +446.2% | +24.9% | +421.3% | +364.6% |
| All | +644.7% | +80.3% | +564.4% | +438.9% |
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