+280.0%
RTX vs DLTR
+45.9%
+234.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -9.4% | +7.5% | -0.4% |
| 30D | -11.2% | -7.3% | -3.9% | -10.2% |
| 3M | +12.0% | +7.6% | +4.5% | +10.2% |
| 6M | -3.6% | +1.6% | -5.1% | -4.7% |
| YTD | +9.2% | -3.5% | +12.7% | +8.8% |
| 1Y | +29.7% | +20.0% | +9.7% | +23.8% |
| 3Y | +152.0% | +2.3% | +149.7% | +141.6% |
| 5Y | +165.8% | +31.5% | +134.2% | +126.3% |
| All | +280.0% | +45.9% | +234.2% | +206.7% |
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