-25.6%
ROL vs DLTR
+55.4%
-81.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +3.1% |
| 7D | +3.0% | +5.3% | -2.3% | +1.7% |
| 30D | +19.8% | +13.4% | +6.4% | +16.0% |
| 3M | +7.9% | +6.6% | +1.3% | +5.2% |
| 6M | -25.6% | +59.1% | -84.7% | -27.2% |
| All | -25.6% | +55.4% | -81.0% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling