+112.5%
NET vs DLTR
+41.6%
+70.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -7.0% | +2.5% | -9.4% | -7.7% |
| 30D | -4.8% | +2.1% | -6.9% | -5.7% |
| 3M | +3.8% | +20.3% | -16.4% | -2.4% |
| 6M | +50.0% | +11.5% | +38.5% | +43.0% |
| YTD | +41.5% | +6.8% | +34.6% | +35.8% |
| 1Y | +32.8% | +31.1% | +1.7% | +18.4% |
| 3Y | +335.9% | +10.7% | +325.2% | +299.2% |
| All | +112.5% | +41.6% | +70.9% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling