+44.0%
DLTR vs NYT
+16.5%
+27.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.9% | +10.6% | +9.8% |
| 7D | +15.6% | -3.9% | +19.5% | +16.5% |
| 30D | +29.9% | +4.3% | +25.6% | +28.9% |
| 3M | +12.5% | -11.7% | +24.2% | +14.5% |
| 6M | +56.3% | -14.4% | +70.7% | +59.1% |
| YTD | +19.5% | -3.0% | +22.5% | +24.9% |
| 1Y | +44.0% | +16.5% | +27.5% | +52.0% |
| All | +44.0% | +16.5% | +27.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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