+194.3%
NOK vs DLTR
+1.4%
+192.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.8% |
| 7D | +11.0% | -10.1% | +21.0% | +10.8% |
| 30D | +7.8% | -8.1% | +16.0% | +7.7% |
| 3M | -21.0% | +2.9% | -23.9% | -21.2% |
| 6M | +40.9% | +4.3% | +36.5% | +41.2% |
| YTD | +72.0% | -3.9% | +76.0% | +73.2% |
| 1Y | +140.9% | +18.9% | +122.0% | +139.0% |
| 3Y | +194.3% | +1.9% | +192.3% | +181.1% |
| All | +194.3% | +1.4% | +192.8% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling