+21.3%
NOK vs DLTR
+45.2%
-23.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.6% | -12.2% | -0.2% |
| 7D | -10.4% | +15.6% | -26.0% | -7.0% |
| 30D | -19.0% | +29.9% | -48.9% | -13.7% |
| 3M | -16.7% | +12.5% | -29.2% | -13.4% |
| 6M | -37.1% | +56.3% | -93.4% | -31.9% |
| YTD | +27.7% | +19.5% | +8.2% | +40.3% |
| 1Y | +21.3% | +44.0% | -22.7% | +27.2% |
| All | +21.3% | +45.2% | -23.9% | +27.2% |
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