-22.6%
FPS vs DLTR
+20.7%
-43.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +9.6% | -27.0% | -15.4% |
| 7D | -23.3% | +15.6% | -38.9% | -21.4% |
| 30D | -42.4% | +29.9% | -72.3% | -41.1% |
| 3M | -43.0% | +12.5% | -55.5% | -41.0% |
| 6M | -44.5% | +56.3% | -100.8% | -47.7% |
| All | -22.6% | +20.7% | -43.3% | -17.5% |
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