-4.2%
ROL vs DLTR
+27.2%
-31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | -3.3% | -10.2% | +7.0% | -2.3% |
| 30D | -7.2% | -8.5% | +1.3% | -6.4% |
| 3M | -27.0% | +5.6% | -32.5% | -27.3% |
| 6M | -39.5% | +2.2% | -41.7% | -39.7% |
| YTD | -41.8% | -3.8% | -38.0% | -41.8% |
| 1Y | -38.9% | +22.9% | -61.8% | -40.4% |
| 3Y | -0.4% | +2.0% | -2.4% | -1.7% |
| 5Y | -4.2% | +29.8% | -34.0% | -6.0% |
| All | -4.2% | +27.2% | -31.4% | -6.0% |
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 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