+1,527.5%
META vs DLTR
+176.0%
+1,351.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +2.5% | +4.2% | +6.2% |
| 30D | +4.8% | +2.1% | +2.7% | +4.3% |
| 3M | -1.6% | +20.3% | -21.9% | -5.4% |
| 6M | -7.5% | +11.5% | -19.0% | -10.1% |
| YTD | -6.4% | +6.8% | -13.2% | -8.7% |
| 1Y | -17.3% | +31.1% | -48.4% | -23.0% |
| 3Y | +109.9% | +10.7% | +99.2% | +96.6% |
| 5Y | +65.4% | +41.6% | +23.8% | +44.5% |
| 10Y | +391.8% | +58.1% | +333.7% | +298.4% |
| All | +1,527.5% | +176.0% | +1,351.4% | +914.2% |
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 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