+898.1%
NOK vs DLTR
+10,476.7%
-9,578.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.0% |
| 7D | +9.3% | -10.2% | +19.6% | +11.6% |
| 30D | +17.9% | -8.5% | +26.3% | +19.6% |
| 3M | -22.3% | +5.6% | -27.9% | -23.7% |
| 6M | +36.4% | +2.2% | +34.2% | +33.2% |
| YTD | +66.3% | -3.8% | +70.1% | +64.1% |
| 1Y | +134.4% | +22.9% | +111.5% | +118.6% |
| 3Y | +186.6% | +2.0% | +184.5% | +167.5% |
| 5Y | +102.7% | +29.8% | +72.9% | +73.5% |
| 10Y | +129.8% | +45.0% | +84.8% | +81.3% |
| All | +898.1% | +10,476.7% | -9,578.7% | +209.9% |
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