-21.5%
NOW vs DLTR
+23.7%
-45.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.3% |
| 7D | -8.7% | +5.0% | -13.8% | -9.2% |
| 30D | -29.3% | +18.7% | -48.0% | -30.6% |
| 3M | -21.8% | +8.9% | -30.7% | -22.7% |
| 6M | +9.2% | +49.4% | -40.2% | +4.8% |
| YTD | -35.0% | +14.5% | -49.5% | -36.8% |
| 1Y | -42.5% | +32.5% | -75.0% | -44.6% |
| 3Y | -21.5% | +23.4% | -45.0% | -27.4% |
| All | -21.5% | +23.7% | -45.2% | -27.4% |
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