+54.2%
RSP vs DLTR
+6.7%
+47.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.4% |
| 7D | -0.4% | -5.8% | +5.4% | +0.2% |
| 30D | -1.5% | -5.2% | +3.7% | -1.0% |
| 3M | +4.8% | +15.2% | -10.4% | +3.0% |
| 6M | +10.3% | +7.1% | +3.1% | +8.9% |
| YTD | +14.1% | +0.8% | +13.2% | +13.4% |
| 1Y | +17.0% | +24.8% | -7.8% | +13.2% |
| 3Y | +54.2% | +6.9% | +47.3% | +45.9% |
| All | +54.2% | +6.7% | +47.5% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling