+331.9%
RCL vs DLTR
+76.3%
+255.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | -1.2% | +5.3% | -6.5% | -2.9% |
| 30D | +17.8% | +13.4% | +4.4% | +13.0% |
| 3M | +4.9% | +6.6% | -1.7% | +2.3% |
| 6M | +23.7% | +59.1% | -35.4% | +5.0% |
| YTD | +17.8% | +12.3% | +5.6% | +11.5% |
| 1Y | +28.9% | +33.9% | -4.9% | +15.1% |
| 3Y | +241.9% | +23.0% | +218.9% | +198.6% |
| 5Y | +295.4% | +22.1% | +273.3% | +233.9% |
| All | +331.9% | +76.3% | +255.7% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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