+11.1%
RDW vs DLTR
+45.2%
-34.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.6% | -14.6% | -5.7% |
| 7D | -14.3% | +15.6% | -29.9% | -15.7% |
| 30D | -26.0% | +29.9% | -55.9% | -28.8% |
| 3M | -27.4% | +12.5% | -39.8% | -28.5% |
| 6M | -10.6% | +56.3% | -66.9% | -21.7% |
| YTD | +1.6% | +19.5% | -17.9% | -3.9% |
| 1Y | +11.1% | +44.0% | -32.9% | -22.2% |
| All | +11.1% | +45.2% | -34.1% | -22.2% |
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