+6.9%
DLTR vs RL
+211.8%
-204.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.2% |
| 7D | -5.8% | +1.9% | -7.7% | -6.4% |
| 30D | -5.2% | -12.2% | +7.0% | -1.1% |
| 3M | +15.2% | -6.6% | +21.8% | +17.6% |
| 6M | +7.1% | +3.2% | +4.0% | +4.9% |
| YTD | +0.8% | -1.3% | +2.1% | +0.2% |
| 1Y | +24.8% | +13.6% | +11.2% | +18.3% |
| 3Y | +6.9% | +210.9% | -204.0% | -30.7% |
| All | +6.9% | +211.8% | -204.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling