+780.0%
NOW vs DLTR
+45.9%
+734.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -9.9% | -9.4% | -0.5% | -8.2% |
| 30D | +2.8% | -7.3% | +10.2% | +4.2% |
| 3M | +23.7% | +7.6% | +16.1% | +21.9% |
| 6M | +12.5% | +1.6% | +10.9% | +11.4% |
| YTD | -14.4% | -3.5% | -10.8% | -14.7% |
| 1Y | -29.0% | +20.0% | -49.0% | -32.3% |
| 3Y | +9.3% | +2.3% | +7.0% | +4.5% |
| 5Y | +1.2% | +31.5% | -30.3% | -10.4% |
| All | +780.0% | +45.9% | +734.1% | +641.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling