-9.1%
NVTS vs DLTR
+17.8%
-26.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.4% | -10.1% | +8.6% | +1.6% |
| 30D | -16.5% | -8.1% | -8.4% | -14.8% |
| 3M | -47.6% | +2.9% | -50.5% | -48.8% |
| 6M | +7.3% | +4.3% | +2.9% | +3.3% |
| YTD | +62.9% | -3.9% | +66.8% | +60.8% |
| 1Y | +91.3% | +18.9% | +72.4% | +72.7% |
| 3Y | +43.4% | +1.9% | +41.5% | +30.0% |
| All | -9.1% | +17.8% | -26.9% | -25.5% |
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