+66.3%
RSP vs DLTR
+25.7%
+40.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.3% | -2.8% | +2.5% | 0.0% |
| 30D | +4.4% | +21.5% | -17.1% | +2.2% |
| 3M | +1.3% | +11.6% | -10.3% | -0.1% |
| 6M | +10.0% | +58.7% | -48.8% | +4.1% |
| YTD | +17.6% | +16.2% | +1.5% | +15.0% |
| 1Y | +19.2% | +34.8% | -15.6% | +14.6% |
| All | +66.3% | +25.7% | +40.6% | +54.2% |
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