-25.7%
FN vs DLTR
+45.2%
-70.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.6% | -15.6% | -5.2% |
| 7D | -7.0% | +15.6% | -22.6% | -6.2% |
| 30D | -24.7% | +29.9% | -54.6% | -24.2% |
| 3M | -35.7% | +12.5% | -48.1% | -34.9% |
| 6M | -52.4% | +56.3% | -108.7% | -54.7% |
| YTD | -25.0% | +19.5% | -44.5% | -23.4% |
| 1Y | -25.7% | +44.0% | -69.7% | -36.0% |
| All | -25.7% | +45.2% | -70.9% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling