+58.9%
NOC vs DLTR
+29.9%
+29.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -1.8% | -9.4% | +7.7% | -1.3% |
| 30D | -9.4% | -7.3% | -2.1% | -9.1% |
| 3M | -3.8% | +7.6% | -11.4% | -4.3% |
| 6M | -28.8% | +1.6% | -30.3% | -29.0% |
| YTD | -7.9% | -3.5% | -4.3% | -8.0% |
| 1Y | -9.0% | +20.0% | -29.1% | -10.1% |
| 3Y | +29.1% | +2.3% | +26.8% | +28.4% |
| 5Y | +58.9% | +31.5% | +27.4% | +58.5% |
| All | +58.9% | +29.9% | +29.1% | +58.5% |
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