+4,250.4%
RIO vs DLTR
+10,981.5%
-6,731.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.3% |
| 7D | +1.9% | -5.8% | +7.8% | +2.7% |
| 30D | +5.0% | -5.2% | +10.2% | +5.6% |
| 3M | +5.1% | +15.2% | -10.1% | +3.0% |
| 6M | +17.6% | +7.1% | +10.5% | +15.8% |
| YTD | +36.3% | +0.8% | +35.5% | +35.1% |
| 1Y | +71.2% | +24.8% | +46.4% | +64.7% |
| 3Y | +102.7% | +6.9% | +95.8% | +94.9% |
| 5Y | +99.6% | +33.2% | +66.3% | +83.1% |
| 10Y | +603.1% | +51.6% | +551.5% | +522.0% |
| All | +4,250.4% | +10,981.5% | -6,731.1% | +2,636.1% |
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