+15,102.1%
NVO vs DLTR
+10,500.9%
+4,601.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -7.4% | -9.4% | +2.1% | -6.5% |
| 30D | -5.5% | -7.3% | +1.8% | -4.8% |
| 3M | +4.1% | +7.6% | -3.4% | +3.3% |
| 6M | +19.3% | +1.6% | +17.8% | +18.8% |
| YTD | -9.2% | -3.5% | -5.6% | -9.2% |
| 1Y | -15.0% | +20.0% | -35.1% | -16.8% |
| 3Y | -50.9% | +2.3% | -53.1% | -52.0% |
| 5Y | -0.9% | +31.5% | -32.4% | -6.7% |
| 10Y | +152.4% | +45.4% | +107.1% | +130.4% |
| All | +15,102.1% | +10,500.9% | +4,601.3% | +11,758.0% |
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