+3,020.6%
DLTR vs NVS
+1,076.7%
+1,943.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.4% | -15.7% | +6.3% | -4.1% |
| 30D | -7.3% | -11.1% | +3.7% | -3.7% |
| 3M | +7.6% | -7.2% | +14.7% | +9.9% |
| 6M | +1.6% | -12.3% | +13.9% | +5.9% |
| YTD | -3.5% | +2.8% | -6.3% | -4.8% |
| 1Y | +20.0% | +11.9% | +8.1% | +14.8% |
| 3Y | +2.3% | +55.1% | -52.8% | -14.1% |
| 5Y | +31.5% | +94.1% | -62.5% | +1.1% |
| 10Y | +45.4% | +181.2% | -135.9% | -2.9% |
| All | +3,020.6% | +1,076.7% | +1,943.9% | +1,376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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