+8.7%
DLTR vs NTR
+97.9%
-89.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -10.1% | -1.3% | -8.8% | -9.9% |
| 30D | -8.1% | +16.8% | -24.9% | -10.8% |
| 3M | +2.9% | +20.7% | -17.9% | -1.0% |
| 6M | +4.3% | +0.5% | +3.8% | +3.4% |
| YTD | -3.9% | +29.2% | -33.1% | -10.0% |
| 1Y | +18.9% | +39.6% | -20.7% | +9.3% |
| 3Y | +1.9% | +37.9% | -36.0% | -7.3% |
| 5Y | +31.0% | +47.1% | -16.1% | +9.0% |
| All | +8.7% | +97.9% | -89.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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