+625.8%
NTAP vs DLTR
+45.3%
+580.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +9.0% | +8.6% |
| 7D | +7.4% | -10.1% | +17.5% | +9.4% |
| 30D | -1.4% | -8.1% | +6.7% | -0.1% |
| 3M | +24.6% | +2.9% | +21.7% | +23.3% |
| 6M | +105.9% | +4.3% | +101.5% | +102.1% |
| YTD | +88.5% | -3.9% | +92.5% | +87.6% |
| 1Y | +62.1% | +18.9% | +43.2% | +54.4% |
| 3Y | +169.1% | +1.9% | +167.1% | +157.3% |
| 5Y | +141.9% | +31.0% | +110.9% | +112.3% |
| All | +625.8% | +45.3% | +580.5% | +488.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling