+1,593.7%
META vs DLTR
+188.2%
+1,405.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +4.2% |
| 7D | +5.7% | -1.0% | +6.7% | +5.8% |
| 30D | -10.8% | +15.7% | -26.4% | -13.5% |
| 3M | +8.4% | +4.8% | +3.6% | +6.8% |
| 6M | +5.4% | +45.6% | -40.2% | -3.2% |
| YTD | -2.6% | +11.6% | -14.1% | -6.2% |
| 1Y | +3.5% | +29.8% | -26.3% | -3.6% |
| 3Y | +102.0% | +20.8% | +81.2% | +85.1% |
| 5Y | +93.1% | +23.5% | +69.6% | +73.7% |
| 10Y | +425.7% | +80.5% | +345.2% | +312.1% |
| All | +1,593.7% | +188.2% | +1,405.5% | +941.8% |
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