+2,414.7%
NI vs DLTR
+10,476.7%
-8,062.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.1% |
| 7D | +1.3% | -10.2% | +11.5% | +2.3% |
| 30D | -0.3% | -8.5% | +8.2% | +0.5% |
| 3M | -9.5% | +5.6% | -15.0% | -10.1% |
| 6M | -10.2% | +2.2% | -12.4% | -10.9% |
| YTD | +1.8% | -3.8% | +5.5% | +1.5% |
| 1Y | +5.7% | +22.9% | -17.3% | +2.7% |
| 3Y | +69.6% | +2.0% | +67.6% | +65.3% |
| 5Y | +95.8% | +29.8% | +66.0% | +83.8% |
| 10Y | +145.1% | +45.0% | +100.1% | +123.9% |
| All | +2,414.7% | +10,476.7% | -8,062.0% | +1,851.7% |
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