+348.5%
ROK vs DLTR
+45.3%
+303.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -1.2% | -10.1% | +8.8% | +1.0% |
| 30D | -4.8% | -8.1% | +3.3% | -3.2% |
| 3M | -6.1% | +2.9% | -8.9% | -7.2% |
| 6M | +15.5% | +4.3% | +11.1% | +12.9% |
| YTD | +11.2% | -3.9% | +15.1% | +10.5% |
| 1Y | +23.8% | +18.9% | +4.9% | +16.6% |
| 3Y | +53.1% | +1.9% | +51.2% | +44.6% |
| 5Y | +48.3% | +31.0% | +17.3% | +26.5% |
| All | +348.5% | +45.3% | +303.2% | +250.0% |
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 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