+44.0%
DLTR vs RL
+308.3%
-264.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -9.4% | -2.2% | -7.3% | -8.8% |
| 30D | -7.3% | -15.3% | +8.0% | -2.9% |
| 3M | +7.6% | -10.3% | +17.9% | +10.7% |
| 6M | +1.6% | -2.2% | +3.8% | +1.5% |
| YTD | -3.5% | -4.3% | +0.8% | -3.1% |
| 1Y | +20.0% | +8.9% | +11.2% | +16.3% |
| 3Y | +2.3% | +201.4% | -199.1% | -26.1% |
| 5Y | +31.5% | +230.6% | -199.0% | -10.1% |
| All | +44.0% | +308.3% | -264.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling