+78.9%
NSC vs DLTR
+11.8%
+67.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -5.5% | +2.5% | -8.0% | -5.7% |
| 30D | -3.2% | +2.1% | -5.3% | -3.4% |
| 3M | +7.7% | +20.3% | -12.6% | +5.8% |
| 6M | +4.5% | +11.5% | -7.0% | +3.6% |
| YTD | +15.6% | +6.8% | +8.7% | +15.0% |
| 1Y | +19.8% | +31.1% | -11.3% | +16.2% |
| All | +78.9% | +11.8% | +67.2% | +69.1% |
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