+44.0%
DLTR vs RL
+34.3%
+9.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.5% | +5.2% | +7.7% |
| 7D | +15.6% | +5.8% | +9.8% | +13.0% |
| 30D | +29.9% | +12.7% | +17.1% | +23.8% |
| 3M | +12.5% | +9.3% | +3.1% | +8.2% |
| 6M | +56.3% | +16.9% | +39.4% | +45.3% |
| YTD | +19.5% | +17.5% | +2.0% | +9.7% |
| 1Y | +44.0% | +34.6% | +9.4% | +19.5% |
| All | +44.0% | +34.3% | +9.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling