Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FTAI vs DLTR✓SelectedUSD · DLTRFTAI vs DLTR performance historyLatest closeAs of+3.32%09/11
Stock and ETF performance explorer

FTAI vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+425.2%
DLTR return
+1.4%
Excess return
+423.8%
Maximum drawdown
-52.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+3.3%-0.4%+3.7%+3.4%
7D-5.2%-10.1%+4.9%-3.5%
30D-17.9%-8.1%-9.8%-16.8%
3M-22.7%+2.9%-25.6%-23.6%
6M-28.0%+4.3%-32.4%-29.5%
YTD-5.0%-3.9%-1.0%-5.9%
1Y+10.4%+18.9%-8.5%+6.7%
3Y+425.2%+1.9%+423.3%+394.9%
All+425.2%+1.4%+423.8%+394.9%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling