+47.5%
ROK vs DLTR
+30.4%
+17.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -1.2% | -10.1% | +8.8% | +0.5% |
| 30D | -4.8% | -8.1% | +3.3% | -3.5% |
| 3M | -6.1% | +2.9% | -8.9% | -7.0% |
| 6M | +15.5% | +4.3% | +11.1% | +13.5% |
| YTD | +11.2% | -3.9% | +15.1% | +10.7% |
| 1Y | +23.8% | +18.9% | +4.9% | +18.1% |
| 3Y | +53.1% | +1.9% | +51.2% | +46.4% |
| All | +47.5% | +30.4% | +17.1% | +41.7% |
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