-83.0%
FRMI vs DLTR
+26.3%
-109.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.9% |
| 7D | +15.9% | -10.2% | +26.2% | +16.5% |
| 30D | -6.0% | -8.5% | +2.5% | -5.8% |
| 3M | -1.6% | +5.6% | -7.2% | -4.3% |
| 6M | -30.7% | +2.2% | -32.9% | -33.3% |
| YTD | -30.9% | -3.8% | -27.1% | -32.6% |
| All | -83.0% | +26.3% | -109.3% | -81.5% |
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 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