+3,059.8%
NTRA vs DLTR
+45.3%
+3,014.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.2% | -10.1% | +10.3% | +3.3% |
| 30D | +4.1% | -8.1% | +12.2% | +6.5% |
| 3M | +50.0% | +2.9% | +47.2% | +47.9% |
| 6M | +67.3% | +4.3% | +63.0% | +63.3% |
| YTD | +43.6% | -3.9% | +47.5% | +43.1% |
| 1Y | +89.2% | +18.9% | +70.4% | +75.9% |
| 3Y | +502.5% | +1.9% | +500.6% | +461.5% |
| 5Y | +173.8% | +31.0% | +142.8% | +120.5% |
| All | +3,059.8% | +45.3% | +3,014.5% | +1,955.2% |
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 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