+1,022.8%
NBIS vs DLTR
+73.7%
+949.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -0.8% | -10.1% | +9.3% | +0.2% |
| 30D | -13.4% | -8.1% | -5.3% | -12.8% |
| 3M | +1.0% | +2.9% | -1.8% | -0.6% |
| 6M | +100.5% | +4.3% | +96.2% | +95.6% |
| YTD | +168.3% | -3.9% | +172.2% | +166.9% |
| 1Y | +151.8% | +18.9% | +132.9% | +139.5% |
| All | +1,022.8% | +73.7% | +949.0% | +870.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling