+2,494.8%
NVDL vs DLTR
-19.8%
+2,514.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | -8.7% | -9.4% | +0.8% | -8.2% |
| 30D | -1.3% | -7.3% | +6.0% | -1.0% |
| 3M | +11.4% | +7.6% | +3.8% | +10.2% |
| 6M | +22.9% | +1.6% | +21.3% | +21.7% |
| YTD | +15.4% | -3.5% | +19.0% | +14.8% |
| 1Y | +18.8% | +20.0% | -1.3% | +15.5% |
| 3Y | +641.4% | +2.3% | +639.1% | +613.1% |
| All | +2,494.8% | -19.8% | +2,514.5% | +2,048.9% |
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