+2.0%
RDW vs DLTR
+4.9%
-2.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +0.9% | -10.1% | +10.9% | +3.2% |
| 30D | -21.3% | -8.1% | -13.2% | -20.0% |
| 3M | -37.9% | +2.9% | -40.7% | -38.8% |
| 6M | +12.3% | +4.3% | +7.9% | +9.2% |
| YTD | +39.7% | -3.9% | +43.7% | +38.5% |
| 1Y | +25.7% | +18.9% | +6.8% | +17.8% |
| 3Y | +230.8% | +1.9% | +228.9% | +206.2% |
| 5Y | -8.8% | +31.0% | -39.8% | -10.8% |
| All | +2.0% | +4.9% | -2.9% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling