-83.1%
FRMI vs DLTR
+26.0%
-109.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +7.4% | -10.1% | +17.5% | +7.9% |
| 30D | -27.6% | -8.1% | -19.5% | -27.6% |
| 3M | -20.9% | +2.9% | -23.7% | -22.5% |
| 6M | -36.6% | +4.3% | -40.9% | -39.2% |
| YTD | -31.3% | -3.9% | -27.3% | -32.9% |
| All | -83.1% | +26.0% | -109.1% | -81.6% |
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