-9.7%
NOC vs DLTR
+29.2%
-39.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -5.2% | +2.5% | -7.6% | -5.3% |
| 30D | -7.2% | +2.1% | -9.3% | -7.3% |
| 3M | -5.1% | +20.3% | -25.4% | -6.4% |
| 6M | -31.1% | +11.5% | -42.6% | -31.7% |
| YTD | -8.6% | +6.8% | -15.4% | -8.9% |
| 1Y | -9.7% | +31.1% | -40.8% | -10.2% |
| All | -9.7% | +29.2% | -39.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling