+63.9%
META vs DLTR
+34.4%
+29.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.4% |
| 7D | +6.0% | -5.8% | +11.9% | +7.1% |
| 30D | +3.6% | -5.2% | +8.9% | +4.5% |
| 3M | +4.9% | +15.2% | -10.3% | +2.1% |
| 6M | -4.7% | +7.1% | -11.8% | -6.4% |
| YTD | -6.9% | +0.8% | -7.7% | -7.9% |
| 1Y | -18.2% | +24.8% | -43.0% | -22.6% |
| 3Y | +107.8% | +6.9% | +100.8% | +98.4% |
| 5Y | +63.9% | +33.2% | +30.7% | +57.6% |
| All | +63.9% | +34.4% | +29.5% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling