+37.7%
DLTR vs Q
+74.5%
-36.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -1.0% |
| 7D | +2.4% | +11.5% | -9.1% | +2.1% |
| 30D | +21.5% | -0.2% | +21.7% | +21.6% |
| 3M | +9.8% | -13.6% | +23.4% | +10.9% |
| 6M | +58.6% | -27.0% | +85.7% | +62.2% |
| YTD | +14.8% | +50.5% | -35.7% | +1.5% |
| 1Y | +33.0% | +33.8% | -0.7% | +20.4% |
| All | +37.7% | +74.5% | -36.8% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling