-9.5%
NOC vs DLTR
+19.1%
-28.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.8% | -10.1% | +10.9% | +1.4% |
| 30D | -9.7% | -8.1% | -1.6% | -9.3% |
| 3M | -5.6% | +2.9% | -8.5% | -5.8% |
| 6M | -28.6% | +4.3% | -32.9% | -29.0% |
| YTD | -7.9% | -3.9% | -3.9% | -7.6% |
| 1Y | -9.5% | +18.9% | -28.4% | -9.1% |
| All | -9.5% | +19.1% | -28.6% | -9.1% |
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