+331.2%
RCL vs DLTR
+45.9%
+285.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.5% | -9.4% | +7.0% | +0.7% |
| 30D | -15.7% | -7.3% | -8.3% | -13.7% |
| 3M | -3.6% | +7.6% | -11.2% | -6.1% |
| 6M | -8.7% | +1.6% | -10.2% | -10.0% |
| YTD | -6.2% | -3.5% | -2.6% | -6.4% |
| 1Y | -22.9% | +20.0% | -42.9% | -28.6% |
| 3Y | +173.6% | +2.3% | +171.3% | +154.8% |
| 5Y | +226.6% | +31.5% | +195.0% | +163.9% |
| All | +331.2% | +45.9% | +285.3% | +222.3% |
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