+98.1%
NU vs DLTR
+1.4%
+96.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -4.9% | -10.1% | +5.2% | -3.6% |
| 30D | +7.8% | -8.1% | +15.9% | +9.0% |
| 3M | +20.9% | +2.9% | +18.1% | +20.2% |
| 6M | +0.9% | +4.3% | -3.4% | -0.3% |
| YTD | -12.7% | -3.9% | -8.7% | -13.0% |
| 1Y | -6.4% | +18.9% | -25.3% | -9.7% |
| 3Y | +98.1% | +1.9% | +96.2% | +82.6% |
| All | +98.1% | +1.4% | +96.7% | +82.6% |
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 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