+93.1%
FOXA vs DLTR
+30.4%
+62.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +0.8% | -10.1% | +10.9% | +2.0% |
| 30D | +5.0% | -8.1% | +13.2% | +6.0% |
| 3M | -3.0% | +2.9% | -5.9% | -3.3% |
| 6M | +14.8% | +4.3% | +10.4% | +13.9% |
| YTD | -8.9% | -3.9% | -5.0% | -8.8% |
| 1Y | +13.3% | +18.9% | -5.6% | +9.9% |
| 3Y | +115.4% | +1.9% | +113.5% | +110.3% |
| All | +93.1% | +30.4% | +62.7% | +85.3% |
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