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  • NSC vs DLTR✓SelectedUSD · DLTRNSC vs DLTR performance historyLatest closeAs of+0.50%09/04
Stock and ETF performance explorer

NSC vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,012.2%
DLTR return
+11,640.8%
Excess return
-8,628.6%
Maximum drawdown
-67.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+0.5%+0.3%+0.2%+0.4%
7D-5.5%+2.5%-8.0%-5.9%
30D-3.2%+2.1%-5.3%-3.6%
3M+7.7%+20.3%-12.6%+4.0%
6M+4.5%+11.5%-7.0%+1.5%
YTD+15.6%+6.8%+8.7%+12.9%
1Y+19.8%+31.1%-11.3%+12.6%
3Y+70.1%+10.7%+59.4%+60.2%
5Y+46.1%+41.6%+4.5%+28.8%
10Y+328.1%+58.1%+270.0%+259.1%
All+3,012.2%+11,640.8%-8,628.6%+1,348.2%

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