+109.1%
FN vs DLTR
+24.3%
+84.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.0% |
| 7D | +20.8% | +2.4% | +18.4% | +20.5% |
| 30D | -17.3% | +21.5% | -38.8% | -19.0% |
| 3M | -38.1% | +9.8% | -48.0% | -38.8% |
| 6M | -44.2% | +58.6% | -102.9% | -48.3% |
| YTD | -22.3% | +14.8% | -37.1% | -23.9% |
| 1Y | -20.9% | +33.0% | -54.0% | -24.6% |
| All | +109.1% | +24.3% | +84.9% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling