+266.8%
RMBS vs DLTR
+30.4%
+236.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.8% | -10.1% | +11.8% | +3.5% |
| 30D | -13.9% | -8.1% | -5.8% | -12.9% |
| 3M | -39.8% | +2.9% | -42.7% | -40.6% |
| 6M | -6.0% | +4.3% | -10.4% | -8.0% |
| YTD | -5.4% | -3.9% | -1.4% | -6.1% |
| 1Y | -1.8% | +18.9% | -20.7% | -6.8% |
| 3Y | +53.7% | +1.9% | +51.7% | +47.5% |
| All | +266.8% | +30.4% | +236.4% | +260.0% |
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 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