+2.3%
DLTR vs QID
-73.3%
+75.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.6% |
| 7D | -9.4% | +2.7% | -12.2% | -9.0% |
| 30D | -7.3% | +3.3% | -10.7% | -6.8% |
| 3M | +7.6% | -5.5% | +13.1% | +6.8% |
| 6M | +1.6% | -28.4% | +30.0% | -3.8% |
| YTD | -3.5% | -26.6% | +23.0% | -8.1% |
| 1Y | +20.0% | -34.1% | +54.2% | +12.6% |
| All | +2.3% | -73.3% | +75.6% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling