+34.6%
DLTR vs Q
+68.3%
-33.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.3% | -2.1% |
| 7D | +5.3% | +1.2% | +4.1% | +5.3% |
| 30D | +13.4% | -2.7% | +16.1% | +13.6% |
| 3M | +6.6% | -16.9% | +23.5% | +7.8% |
| 6M | +59.1% | -26.9% | +85.9% | +62.0% |
| YTD | +12.3% | +45.2% | -33.0% | -0.7% |
| 1Y | +33.9% | +38.1% | -4.3% | +18.8% |
| All | +34.6% | +68.3% | -33.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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