+86.3%
FOXA vs DLTR
+13.5%
+72.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.3% |
| 7D | -5.4% | -10.2% | +4.8% | -3.7% |
| 30D | +1.1% | -8.5% | +9.6% | +2.6% |
| 3M | -6.1% | +5.6% | -11.7% | -7.0% |
| 6M | +8.2% | +2.2% | +6.0% | +7.1% |
| YTD | -11.8% | -3.8% | -8.0% | -12.0% |
| 1Y | +9.9% | +22.9% | -13.0% | +4.3% |
| 3Y | +110.7% | +2.0% | +108.7% | +102.3% |
| 5Y | +86.9% | +29.8% | +57.1% | +61.0% |
| All | +86.3% | +13.5% | +72.7% | +49.9% |
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