+5,269.6%
NEE vs DLTR
+10,476.7%
-5,207.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | -1.0% |
| 7D | -0.5% | -10.2% | +9.7% | +0.3% |
| 30D | -1.7% | -8.5% | +6.8% | -1.0% |
| 3M | -1.8% | +5.6% | -7.4% | -2.4% |
| 6M | -8.8% | +2.2% | -11.0% | -9.4% |
| YTD | +5.2% | -3.8% | +9.0% | +5.0% |
| 1Y | +21.3% | +22.9% | -1.6% | +18.4% |
| 3Y | +35.2% | +2.0% | +33.2% | +32.2% |
| 5Y | +10.1% | +29.8% | -19.7% | +4.6% |
| 10Y | +253.2% | +45.0% | +208.2% | +227.3% |
| All | +5,269.6% | +10,476.7% | -5,207.2% | +3,945.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling