+223.9%
NXPI vs DLTR
+45.3%
+178.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +3.9% | -10.1% | +13.9% | +6.6% |
| 30D | +1.4% | -8.1% | +9.5% | +3.3% |
| 3M | -21.5% | +2.9% | -24.4% | -22.6% |
| 6M | +19.4% | +4.3% | +15.1% | +16.2% |
| YTD | +9.9% | -3.9% | +13.9% | +9.2% |
| 1Y | +7.9% | +18.9% | -11.0% | +0.7% |
| 3Y | +22.7% | +1.9% | +20.8% | +15.2% |
| 5Y | +22.1% | +31.0% | -8.9% | +2.8% |
| All | +223.9% | +45.3% | +178.6% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling