+327.1%
NET vs DLTR
+10.7%
+316.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -7.0% | +2.5% | -9.4% | -7.4% |
| 30D | -4.8% | +2.1% | -6.9% | -5.3% |
| 3M | +3.8% | +20.3% | -16.4% | +0.4% |
| 6M | +50.0% | +11.5% | +38.5% | +45.3% |
| YTD | +41.5% | +6.8% | +34.6% | +37.5% |
| 1Y | +32.8% | +31.1% | +1.7% | +24.3% |
| All | +327.1% | +10.7% | +316.4% | +269.8% |
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 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