+312.1%
ROST vs DLTR
+45.3%
+266.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +0.2% | -10.1% | +10.3% | +3.5% |
| 30D | -6.9% | -8.1% | +1.2% | -4.5% |
| 3M | -3.3% | +2.9% | -6.2% | -4.5% |
| 6M | +9.0% | +4.3% | +4.7% | +6.1% |
| YTD | +28.9% | -3.9% | +32.8% | +28.3% |
| 1Y | +54.0% | +18.9% | +35.1% | +42.2% |
| 3Y | +100.7% | +1.9% | +98.8% | +86.0% |
| 5Y | +116.0% | +31.0% | +85.0% | +74.8% |
| All | +312.1% | +45.3% | +266.8% | +196.8% |
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 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