+149.5%
NTAP vs DLTR
+21.5%
+128.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.3% |
| 7D | +7.2% | +5.3% | +1.9% | +6.6% |
| 30D | -18.4% | +13.4% | -31.8% | -19.7% |
| 3M | -11.3% | +6.6% | -17.9% | -12.2% |
| 6M | +53.8% | +59.1% | -5.3% | +41.9% |
| YTD | +72.0% | +12.3% | +59.7% | +68.0% |
| 1Y | +68.0% | +33.9% | +34.2% | +58.6% |
| 3Y | +149.5% | +23.0% | +126.5% | +95.0% |
| All | +149.5% | +21.5% | +128.0% | +95.0% |
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