+10,011.0%
DLTR vs NYT
+861.0%
+9,150.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -8.1% | +4.6% | -12.7% | -8.9% |
| 3M | +2.9% | -9.6% | +12.4% | +4.7% |
| 6M | +4.3% | -14.0% | +18.3% | +7.2% |
| YTD | -3.9% | -2.8% | -1.1% | -3.9% |
| 1Y | +18.9% | +15.6% | +3.3% | +14.8% |
| 3Y | +1.9% | +56.3% | -54.4% | -8.5% |
| 5Y | +31.0% | +39.5% | -8.5% | +17.9% |
| 10Y | +44.8% | +488.0% | -443.3% | -6.2% |
| All | +10,011.0% | +861.0% | +9,150.0% | +5,836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling