+575.6%
NUE vs DLTR
+45.3%
+530.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.6% | -10.1% | +9.5% | +1.9% |
| 30D | -4.6% | -8.1% | +3.6% | -2.7% |
| 3M | -0.3% | +2.9% | -3.2% | -1.5% |
| 6M | +51.9% | +4.3% | +47.5% | +48.2% |
| YTD | +60.0% | -3.9% | +63.9% | +59.1% |
| 1Y | +82.9% | +18.9% | +64.0% | +71.1% |
| 3Y | +66.0% | +1.9% | +64.1% | +56.4% |
| 5Y | +149.0% | +31.0% | +118.0% | +107.5% |
| All | +575.6% | +45.3% | +530.4% | +407.1% |
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