+33.1%
NSC vs DLTR
+28.6%
+4.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -3.5% | -2.8% | -0.8% | -3.2% |
| 30D | +3.9% | +21.5% | -17.6% | +1.4% |
| 3M | -0.8% | +11.6% | -12.4% | -2.3% |
| 6M | +7.1% | +58.7% | -51.6% | +0.2% |
| YTD | +16.4% | +16.2% | +0.3% | +13.6% |
| 1Y | +16.9% | +34.8% | -17.9% | +11.4% |
| 3Y | +78.4% | +25.3% | +53.1% | +70.0% |
| 5Y | +33.1% | +25.8% | +7.3% | +29.1% |
| All | +33.1% | +28.6% | +4.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling