+17.9%
NOW vs DLTR
+11.8%
+6.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -2.4% | +2.5% | -4.8% | -2.7% |
| 30D | +20.5% | +2.1% | +18.4% | +20.1% |
| 3M | +18.3% | +20.3% | -1.9% | +16.0% |
| 6M | +24.1% | +11.5% | +12.5% | +21.4% |
| YTD | -7.8% | +6.8% | -14.6% | -9.6% |
| 1Y | -21.4% | +31.1% | -52.5% | -24.3% |
| All | +17.9% | +11.8% | +6.1% | +9.9% |
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 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