+9.2%
DLTR vs NTR
+98.7%
-89.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | -9.4% | -2.5% | -7.0% | -9.1% |
| 30D | -7.3% | +17.0% | -24.4% | -10.1% |
| 3M | +7.6% | +22.2% | -14.6% | +3.3% |
| 6M | +1.6% | +5.2% | -3.6% | -0.3% |
| YTD | -3.5% | +29.7% | -33.2% | -9.7% |
| 1Y | +20.0% | +39.4% | -19.4% | +10.4% |
| 3Y | +2.3% | +38.2% | -35.9% | -7.0% |
| 5Y | +31.5% | +47.6% | -16.1% | +9.4% |
| All | +9.2% | +98.7% | -89.5% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling