-99.1%
NVD vs DLTR
-16.1%
-83.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -52.0% |
| 3Y | -99.1% | +1.9% | -101.0% | -99.1% |
| All | -99.1% | -16.1% | -83.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling