+6.9%
DLTR vs RY
+159.6%
-152.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.9% | -5.3% |
| 7D | -5.8% | +2.7% | -8.5% | -6.8% |
| 30D | -5.2% | -1.0% | -4.3% | -4.9% |
| 3M | +15.2% | +7.6% | +7.5% | +11.2% |
| 6M | +7.1% | +29.5% | -22.3% | -4.4% |
| YTD | +0.8% | +24.2% | -23.3% | -8.7% |
| 1Y | +24.8% | +46.4% | -21.6% | +6.0% |
| 3Y | +6.9% | +159.4% | -152.5% | -32.9% |
| All | +6.9% | +159.6% | -152.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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