+405.2%
NEM vs DLTR
+10,476.7%
-10,071.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.8% | +1.4% |
| 7D | +3.1% | -10.2% | +13.3% | +3.4% |
| 30D | +10.0% | -8.5% | +18.5% | +10.3% |
| 3M | +30.9% | +5.6% | +25.3% | +30.6% |
| 6M | +10.5% | +2.2% | +8.3% | +10.3% |
| YTD | +29.7% | -3.8% | +33.5% | +29.6% |
| 1Y | +71.1% | +22.9% | +48.2% | +69.7% |
| 3Y | +252.1% | +2.0% | +250.1% | +249.2% |
| 5Y | +157.7% | +29.8% | +127.9% | +153.9% |
| 10Y | +319.4% | +45.0% | +274.3% | +310.7% |
| All | +405.2% | +10,476.7% | -10,071.5% | +315.8% |
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