+15.4%
DLTR vs Q
+78.4%
-63.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.3% | -4.6% |
| 7D | -10.2% | +6.6% | -16.9% | -10.6% |
| 30D | -8.5% | -6.6% | -1.9% | -8.1% |
| 3M | +5.6% | -13.2% | +18.8% | +5.9% |
| 6M | +2.2% | +9.9% | -7.8% | -2.5% |
| YTD | -3.8% | +53.9% | -57.7% | -15.1% |
| All | +15.4% | +78.4% | -63.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling