+584.5%
RIO vs DLTR
+45.3%
+539.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -3.2% | -10.1% | +6.9% | -1.5% |
| 30D | +0.9% | -8.1% | +9.0% | +2.2% |
| 3M | -1.4% | +2.9% | -4.3% | -2.3% |
| 6M | +10.9% | +4.3% | +6.6% | +9.1% |
| YTD | +31.2% | -3.9% | +35.2% | +30.8% |
| 1Y | +67.9% | +18.9% | +49.0% | +60.4% |
| 3Y | +88.8% | +1.9% | +86.9% | +80.6% |
| 5Y | +93.1% | +31.0% | +62.1% | +66.3% |
| All | +584.5% | +45.3% | +539.2% | +444.5% |
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