+43.4%
DLTR vs NVMI
+3,158.6%
-3,115.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -10.1% | -0.1% | -10.0% | -10.1% |
| 30D | -8.1% | -8.4% | +0.3% | -7.3% |
| 3M | +2.9% | -33.6% | +36.4% | +7.2% |
| 6M | +4.3% | -14.7% | +19.0% | +4.6% |
| YTD | -3.9% | +13.2% | -17.2% | -7.7% |
| 1Y | +18.9% | +29.0% | -10.1% | +11.8% |
| 3Y | +1.9% | +215.0% | -213.1% | -21.3% |
| 5Y | +31.0% | +268.6% | -237.6% | -4.9% |
| All | +43.4% | +3,158.6% | -3,115.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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