+87.7%
RIO vs DLTR
+1.8%
+85.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | -3.4% | -9.4% | +6.1% | -2.4% |
| 30D | +0.6% | -7.3% | +7.9% | +1.3% |
| 3M | +2.5% | +7.6% | -5.0% | +1.5% |
| 6M | +10.8% | +1.6% | +9.2% | +10.1% |
| YTD | +30.5% | -3.5% | +34.0% | +30.3% |
| 1Y | +68.1% | +20.0% | +48.1% | +63.4% |
| All | +87.7% | +1.8% | +85.9% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling