+4,758.9%
NOC vs DLTR
+10,981.5%
-6,222.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.2% |
| 7D | -2.7% | -5.8% | +3.1% | -2.2% |
| 30D | -8.9% | -5.2% | -3.6% | -8.5% |
| 3M | -3.7% | +15.2% | -18.9% | -5.0% |
| 6M | -30.8% | +7.1% | -37.9% | -31.5% |
| YTD | -7.9% | +0.8% | -8.8% | -8.5% |
| 1Y | -9.4% | +24.8% | -34.2% | -11.8% |
| 3Y | +29.0% | +6.9% | +22.1% | +25.4% |
| 5Y | +56.1% | +33.2% | +22.8% | +46.5% |
| 10Y | +186.3% | +51.6% | +134.7% | +160.3% |
| All | +4,758.9% | +10,981.5% | -6,222.6% | +3,161.2% |
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 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