+3,060.9%
NSC vs DLTR
+12,520.8%
-9,459.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +1.6% | +2.4% | -0.8% | +1.2% |
| 30D | +4.2% | +21.5% | -17.3% | +0.7% |
| 3M | -0.2% | +9.8% | -10.1% | -2.1% |
| 6M | +7.6% | +58.6% | -51.1% | -1.8% |
| YTD | +17.4% | +14.8% | +2.5% | +13.0% |
| 1Y | +18.3% | +33.0% | -14.8% | +10.8% |
| 3Y | +79.8% | +23.8% | +56.0% | +65.8% |
| 5Y | +34.3% | +24.9% | +9.4% | +21.3% |
| 10Y | +303.1% | +81.6% | +221.5% | +229.7% |
| All | +3,060.9% | +12,520.8% | -9,459.9% | +1,349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling