-34.7%
ROL vs DLTR
+45.2%
-79.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.6% | -6.9% | +1.1% |
| 7D | +14.6% | +15.6% | -1.0% | +11.7% |
| 30D | +29.3% | +29.9% | -0.6% | +24.0% |
| 3M | +2.0% | +12.5% | -10.5% | -0.5% |
| 6M | -28.5% | +56.3% | -84.8% | -31.5% |
| YTD | -35.3% | +19.5% | -54.8% | -37.1% |
| 1Y | -34.7% | +44.0% | -78.7% | -39.0% |
| All | -34.7% | +45.2% | -79.9% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling