+31.1%
DLTR vs NTRS
+47.2%
-16.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +2.1% | +1.7% | +0.4% | +1.9% |
| 3M | +20.3% | +8.9% | +11.4% | +19.5% |
| 6M | +11.5% | +30.6% | -19.1% | +7.7% |
| YTD | +6.8% | +38.7% | -31.9% | -0.8% |
| 1Y | +31.1% | +48.1% | -17.0% | +16.6% |
| All | +31.1% | +47.2% | -16.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling