+9.7%
FPS vs DLTR
-3.0%
+12.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.0% |
| 7D | +1.5% | -10.1% | +11.6% | +2.7% |
| 30D | -16.9% | -8.1% | -8.7% | -16.1% |
| 3M | -45.3% | +2.9% | -48.2% | -46.3% |
| 6M | -10.3% | +4.3% | -14.7% | -8.6% |
| All | +9.7% | -3.0% | +12.7% | +14.1% |
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