+5,296.5%
FLEX vs DLTR
+12,235.8%
-6,939.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.4% |
| 7D | +7.5% | +5.3% | +2.2% | +6.0% |
| 30D | -25.3% | +13.4% | -38.7% | -28.4% |
| 3M | -39.7% | +6.6% | -46.3% | -41.6% |
| 6M | -47.9% | +59.1% | -106.9% | -55.6% |
| YTD | +24.1% | +12.3% | +11.8% | +16.0% |
| 1Y | +26.0% | +33.9% | -7.9% | +11.7% |
| 3Y | +282.7% | +23.0% | +259.7% | +231.3% |
| 5Y | +424.2% | +22.1% | +402.1% | +336.6% |
| 10Y | +613.8% | +77.5% | +536.3% | +399.0% |
| All | +5,296.5% | +12,235.8% | -6,939.3% | +1,413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling