+1,511.3%
META vs DLTR
+175.4%
+1,335.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.8% | +1.8% |
| 7D | -0.8% | -2.0% | +1.3% | -0.5% |
| 30D | -15.4% | +12.8% | -28.2% | -17.6% |
| 3M | +3.5% | +1.1% | +2.4% | +2.7% |
| 6M | -0.3% | +35.9% | -36.2% | -7.1% |
| YTD | -7.3% | +6.6% | -13.9% | -10.0% |
| 1Y | -1.1% | +28.6% | -29.7% | -7.8% |
| 3Y | +95.1% | +14.0% | +81.0% | +80.7% |
| 5Y | +80.6% | +19.2% | +61.4% | +63.5% |
| 10Y | +410.1% | +78.1% | +332.0% | +300.3% |
| All | +1,511.3% | +175.4% | +1,335.8% | +899.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling