+3,775.6%
ROL vs DLTR
+11,640.8%
-7,865.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | -4.1% | +2.1% | -6.2% | -4.4% |
| 3M | -22.5% | +20.3% | -42.8% | -24.7% |
| 6M | -37.7% | +11.5% | -49.2% | -39.1% |
| YTD | -39.6% | +6.8% | -46.4% | -40.7% |
| 1Y | -36.0% | +31.1% | -67.1% | -39.4% |
| 3Y | -5.1% | +10.7% | -15.8% | -10.2% |
| 5Y | -3.4% | +41.6% | -45.0% | -13.9% |
| 10Y | +215.2% | +58.1% | +157.1% | +166.2% |
| All | +3,775.6% | +11,640.8% | -7,865.2% | +2,067.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling