+418.8%
META vs DLTR
+45.2%
+373.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.6% | +11.1% | +7.4% |
| 7D | +10.3% | -10.2% | +20.5% | +12.4% |
| 30D | +9.9% | -8.5% | +18.4% | +11.5% |
| 3M | +11.9% | +5.6% | +6.4% | +10.4% |
| 6M | +1.2% | +2.2% | -1.0% | -0.1% |
| YTD | -0.8% | -3.8% | +3.0% | -1.3% |
| 1Y | -14.3% | +22.9% | -37.3% | -19.1% |
| 3Y | +121.4% | +2.0% | +119.3% | +110.9% |
| 5Y | +74.5% | +29.8% | +44.6% | +56.0% |
| 10Y | +418.8% | +45.0% | +373.8% | +341.9% |
| All | +418.8% | +45.2% | +373.6% | +341.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling