+737.6%
FLEX vs DLTR
+33.2%
+704.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.6% | +10.0% | +5.1% |
| 7D | +7.0% | -5.8% | +12.8% | +7.8% |
| 30D | -5.8% | -5.2% | -0.6% | -5.3% |
| 3M | -24.2% | +15.2% | -39.4% | -26.4% |
| 6M | +90.8% | +7.1% | +83.7% | +86.6% |
| YTD | +89.2% | +0.8% | +88.4% | +86.5% |
| 1Y | +104.7% | +24.8% | +79.9% | +94.7% |
| 3Y | +478.1% | +6.9% | +471.2% | +448.0% |
| All | +737.6% | +33.2% | +704.4% | +740.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling