-33.0%
FRMI vs DLTR
+2.9%
-35.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.5% |
| 7D | +10.9% | -9.4% | +20.4% | +10.2% |
| 30D | -24.3% | -7.3% | -17.0% | -24.8% |
| 3M | -21.8% | +7.6% | -29.3% | -24.0% |
| 6M | -33.0% | +1.6% | -34.6% | -36.5% |
| All | -33.0% | +2.9% | -35.9% | -36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling