+32.4%
DLTR vs RJF
+104.0%
-71.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -10.1% | -2.7% | -7.4% | -9.3% |
| 30D | -8.1% | -4.3% | -3.9% | -7.0% |
| 3M | +2.9% | +15.7% | -12.9% | -1.8% |
| 6M | +4.3% | +17.8% | -13.5% | -1.3% |
| YTD | -3.9% | +9.2% | -13.1% | -7.0% |
| 1Y | +18.9% | +2.8% | +16.1% | +17.2% |
| 3Y | +1.9% | +69.5% | -67.5% | -17.3% |
| All | +32.4% | +104.0% | -71.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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