+43.4%
DLTR vs QID
-99.2%
+142.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.8% |
| 7D | -10.1% | +1.3% | -11.4% | -9.8% |
| 30D | -8.1% | +2.9% | -11.1% | -7.5% |
| 3M | +2.9% | -0.7% | +3.6% | +3.1% |
| 6M | +4.3% | -29.7% | +34.0% | -3.2% |
| YTD | -3.9% | -27.9% | +23.9% | -10.2% |
| 1Y | +18.9% | -34.6% | +53.5% | +9.2% |
| 3Y | +1.9% | -73.5% | +75.4% | -21.8% |
| 5Y | +31.0% | -81.0% | +112.0% | +0.5% |
| All | +43.4% | -99.2% | +142.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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