+1.9%
META vs DLTR
+29.7%
-27.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +4.9% |
| 7D | +5.7% | -1.0% | +6.7% | +5.7% |
| 30D | -10.8% | +15.7% | -26.4% | -11.1% |
| 3M | +8.4% | +4.8% | +3.6% | +8.7% |
| 6M | +5.4% | +45.6% | -40.2% | +3.7% |
| YTD | -2.6% | +11.6% | -14.1% | -4.7% |
| All | +1.9% | +29.7% | -27.8% | -4.9% |
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 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