-45.7%
RDDT vs DLTR
+45.2%
-91.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.6% | -3.7% | +3.3% |
| 7D | -24.4% | +15.6% | -39.9% | -27.7% |
| 30D | -32.3% | +29.9% | -62.1% | -37.6% |
| 3M | -36.3% | +12.5% | -48.8% | -38.7% |
| 6M | -39.7% | +56.3% | -96.0% | -47.6% |
| YTD | -55.7% | +19.5% | -75.2% | -59.3% |
| 1Y | -45.7% | +44.0% | -89.8% | -58.6% |
| All | -45.7% | +45.2% | -91.0% | -58.6% |
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