+43.4%
DLTR vs RRC
+4.6%
+38.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -10.1% | -2.0% | -8.1% | -9.9% |
| 30D | -8.1% | +2.4% | -10.5% | -8.3% |
| 3M | +2.9% | +8.6% | -5.7% | +2.0% |
| 6M | +4.3% | -1.4% | +5.8% | +4.2% |
| YTD | -3.9% | +17.3% | -21.2% | -5.7% |
| 1Y | +18.9% | +18.1% | +0.7% | +16.4% |
| 3Y | +1.9% | +32.8% | -30.9% | -2.3% |
| 5Y | +31.0% | +147.6% | -116.6% | +16.5% |
| All | +43.4% | +4.6% | +38.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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