+96.8%
META vs DLTR
+21.5%
+75.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.1% |
| 7D | +5.2% | +5.3% | -0.1% | +4.7% |
| 30D | -13.0% | +13.4% | -26.4% | -14.1% |
| 3M | +7.9% | +6.6% | +1.3% | +7.2% |
| 6M | +4.2% | +59.1% | -54.8% | -0.9% |
| YTD | -2.5% | +12.3% | -14.8% | -4.3% |
| 1Y | +5.6% | +33.9% | -28.3% | +1.3% |
| 3Y | +96.8% | +23.0% | +73.8% | +101.2% |
| All | +96.8% | +21.5% | +75.3% | +101.2% |
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