+31.5%
DLTR vs NTRS
+37.4%
-5.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.7% | -2.4% | -5.9% |
| 7D | +4.5% | -0.9% | +5.4% | +4.7% |
| 30D | +18.7% | +1.1% | +17.6% | +19.0% |
| 3M | +7.1% | -6.6% | +13.7% | +7.6% |
| 6M | +47.2% | +7.1% | +40.2% | +47.5% |
| YTD | +12.1% | +27.4% | -15.2% | +5.2% |
| 1Y | +31.5% | +36.5% | -5.1% | +16.9% |
| All | +31.5% | +37.4% | -5.9% | +16.9% |
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