-17.3%
META vs DLTR
+29.2%
-46.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +2.5% | +4.2% | +6.4% |
| 30D | +4.8% | +2.1% | +2.7% | +4.4% |
| 3M | -1.6% | +20.3% | -21.9% | -3.8% |
| 6M | -7.5% | +11.5% | -19.0% | -8.9% |
| YTD | -6.4% | +6.8% | -13.2% | -8.2% |
| 1Y | -17.3% | +31.1% | -48.4% | -25.8% |
| All | -17.3% | +29.2% | -46.6% | -25.8% |
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