+205.1%
ROL vs DLTR
+45.9%
+159.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -3.2% | -9.4% | +6.2% | -1.9% |
| 30D | -6.6% | -7.3% | +0.7% | -5.7% |
| 3M | -27.3% | +7.6% | -34.9% | -28.1% |
| 6M | -38.1% | +1.6% | -39.7% | -38.5% |
| YTD | -41.8% | -3.5% | -38.2% | -41.9% |
| 1Y | -37.8% | +20.0% | -57.8% | -40.0% |
| 3Y | -0.3% | +2.3% | -2.6% | -3.4% |
| 5Y | -5.1% | +31.5% | -36.6% | -14.3% |
| All | +205.1% | +45.9% | +159.2% | +158.6% |
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