+1,711.9%
NTRA vs DLTR
+49.4%
+1,662.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.5% | -9.4% | +9.0% | +2.2% |
| 30D | +4.3% | -7.3% | +11.6% | +6.2% |
| 3M | +50.6% | +7.6% | +43.1% | +46.8% |
| 6M | +63.9% | +1.6% | +62.4% | +61.5% |
| YTD | +42.4% | -3.5% | +45.9% | +41.8% |
| 1Y | +92.1% | +20.0% | +72.0% | +79.2% |
| 3Y | +501.7% | +2.3% | +499.5% | +463.6% |
| 5Y | +171.4% | +31.5% | +139.9% | +125.9% |
| 10Y | +3,161.4% | +45.4% | +3,116.0% | +2,335.8% |
| All | +1,711.9% | +49.4% | +1,662.5% | +1,345.6% |
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 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