+322.4%
NET vs DLTR
+26.4%
+296.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.6% | -12.2% | -3.4% |
| 7D | -16.4% | +15.6% | -31.9% | -17.6% |
| 30D | -25.8% | +29.9% | -55.7% | -28.0% |
| 3M | -11.5% | +12.5% | -24.0% | -12.8% |
| 6M | +18.9% | +56.3% | -37.4% | +11.3% |
| YTD | +35.2% | +19.5% | +15.7% | +29.9% |
| 1Y | +14.5% | +44.0% | -29.6% | +6.9% |
| All | +322.4% | +26.4% | +296.0% | +246.5% |
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