+203.4%
RSP vs DLTR
+45.9%
+157.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.1% | -9.4% | +6.3% | -1.3% |
| 30D | -3.4% | -7.3% | +3.9% | -2.1% |
| 3M | +3.6% | +7.6% | -3.9% | +1.8% |
| 6M | +9.0% | +1.6% | +7.4% | +7.6% |
| YTD | +12.2% | -3.5% | +15.7% | +11.7% |
| 1Y | +15.6% | +20.0% | -4.5% | +9.7% |
| 3Y | +51.6% | +2.3% | +49.4% | +44.7% |
| 5Y | +50.4% | +31.5% | +18.9% | +30.4% |
| All | +203.4% | +45.9% | +157.5% | +143.6% |
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 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