-99.1%
NVD vs DLTR
+1.4%
-100.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.2% |
| 7D | +10.8% | -10.1% | +20.9% | +9.5% |
| 30D | +0.8% | -8.1% | +8.9% | -0.3% |
| 3M | -20.8% | +2.9% | -23.7% | -20.2% |
| 6M | -41.2% | +4.3% | -45.5% | -40.2% |
| YTD | -44.2% | -3.9% | -40.3% | -44.0% |
| 1Y | -54.2% | +18.9% | -73.1% | -51.9% |
| 3Y | -99.1% | +1.9% | -101.0% | -99.1% |
| All | -99.1% | +1.4% | -100.5% | -99.1% |
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 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