+2,797.5%
DLTR vs RL
+1,517.3%
+1,280.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +5.3% | +2.6% | +2.7% | +4.5% |
| 30D | +13.4% | +2.9% | +10.5% | +12.6% |
| 3M | +6.6% | 0.0% | +6.6% | +6.7% |
| 6M | +59.1% | +17.1% | +42.0% | +50.9% |
| YTD | +12.3% | +10.1% | +2.1% | +8.2% |
| 1Y | +33.9% | +17.3% | +16.5% | +26.6% |
| 3Y | +23.0% | +249.3% | -226.3% | -18.1% |
| 5Y | +22.1% | +240.9% | -218.8% | -20.6% |
| 10Y | +77.5% | +337.3% | -259.8% | -3.1% |
| All | +2,797.5% | +1,517.3% | +1,280.2% | +581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling