+271.5%
RMD vs DLTR
+45.3%
+226.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -4.4% | -10.1% | +5.7% | -2.8% |
| 30D | -3.1% | -8.1% | +5.0% | -1.9% |
| 3M | +13.8% | +2.9% | +10.9% | +13.1% |
| 6M | -8.6% | +4.3% | -12.9% | -9.8% |
| YTD | -8.6% | -3.9% | -4.7% | -8.8% |
| 1Y | -19.7% | +18.9% | -38.6% | -22.8% |
| 3Y | +48.4% | +1.9% | +46.5% | +43.2% |
| 5Y | -22.7% | +31.0% | -53.7% | -30.4% |
| All | +271.5% | +45.3% | +226.2% | +211.3% |
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