+49.3%
RMD vs DLTR
+1.8%
+47.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.2% | -9.4% | +5.3% | -3.1% |
| 30D | -2.1% | -7.3% | +5.3% | -1.2% |
| 3M | +13.8% | +7.6% | +6.2% | +12.7% |
| 6M | -10.6% | +1.6% | -12.2% | -11.1% |
| YTD | -8.1% | -3.5% | -4.6% | -8.1% |
| 1Y | -18.0% | +20.0% | -38.0% | -20.1% |
| All | +49.3% | +1.8% | +47.4% | +42.3% |
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 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