-22.9%
RCL vs DLTR
+21.9%
-44.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.5% | -9.4% | +7.0% | +0.8% |
| 30D | -15.7% | -7.3% | -8.3% | -13.6% |
| 3M | -3.6% | +7.6% | -11.2% | -6.3% |
| 6M | -8.7% | +1.6% | -10.2% | -10.8% |
| YTD | -6.2% | -3.5% | -2.6% | -7.8% |
| 1Y | -22.9% | +20.0% | -42.9% | -30.0% |
| All | -22.9% | +21.9% | -44.7% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling