+4,123.8%
ROL vs DLTR
+12,235.8%
-8,112.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +2.9% |
| 7D | +3.0% | +5.3% | -2.3% | +2.1% |
| 30D | +19.8% | +13.4% | +6.4% | +17.3% |
| 3M | +7.9% | +6.6% | +1.3% | +6.6% |
| 6M | -25.6% | +59.1% | -84.7% | -31.2% |
| YTD | -34.1% | +12.3% | -46.4% | -36.0% |
| 1Y | -31.4% | +33.9% | -65.3% | -35.2% |
| 3Y | +4.7% | +23.0% | -18.3% | -2.7% |
| 5Y | +15.6% | +22.1% | -6.5% | +5.7% |
| 10Y | +220.6% | +77.5% | +143.2% | +165.6% |
| All | +4,123.8% | +12,235.8% | -8,112.0% | +2,240.8% |
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