+54.0%
ROST vs DLTR
+19.1%
+34.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.2% | -10.1% | +10.3% | +2.3% |
| 30D | -6.9% | -8.1% | +1.2% | -5.3% |
| 3M | -3.3% | +2.9% | -6.2% | -3.8% |
| 6M | +9.0% | +4.3% | +4.7% | +9.3% |
| YTD | +28.9% | -3.9% | +32.8% | +31.5% |
| 1Y | +54.0% | +18.9% | +35.1% | +41.0% |
| All | +54.0% | +19.1% | +34.9% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling