+91.5%
RIO vs DLTR
+30.4%
+61.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -3.2% | -10.1% | +6.9% | -2.2% |
| 30D | +0.9% | -8.1% | +9.0% | +1.7% |
| 3M | -1.4% | +2.9% | -4.3% | -2.0% |
| 6M | +10.9% | +4.3% | +6.6% | +9.8% |
| YTD | +31.2% | -3.9% | +35.2% | +31.0% |
| 1Y | +67.9% | +18.9% | +49.0% | +63.3% |
| 3Y | +88.8% | +1.9% | +86.9% | +83.2% |
| All | +91.5% | +30.4% | +61.2% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling