+45.4%
NU vs DLTR
-14.2%
+59.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.2% | -9.4% | +5.2% | -1.9% |
| 30D | +10.0% | -7.3% | +17.4% | +12.0% |
| 3M | +29.3% | +7.6% | +21.7% | +26.3% |
| 6M | +0.9% | +1.6% | -0.6% | -0.6% |
| YTD | -10.3% | -3.5% | -6.7% | -10.8% |
| 1Y | -3.2% | +20.0% | -23.2% | -9.9% |
| 3Y | +120.6% | +2.3% | +118.3% | +109.0% |
| All | +45.4% | -14.2% | +59.6% | +46.5% |
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