+44.0%
DLTR vs RVTY
+139.0%
-94.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.9% |
| 7D | -9.4% | -7.4% | -2.0% | -7.5% |
| 30D | -7.3% | +4.5% | -11.8% | -8.6% |
| 3M | +7.6% | +19.5% | -11.9% | +1.9% |
| 6M | +1.6% | +34.1% | -32.5% | -6.8% |
| YTD | -3.5% | +25.3% | -28.8% | -10.3% |
| 1Y | +20.0% | +47.0% | -27.0% | +6.7% |
| 3Y | +2.3% | +14.1% | -11.9% | -5.0% |
| 5Y | +31.5% | -34.6% | +66.1% | +38.6% |
| All | +44.0% | +139.0% | -94.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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