+17.2%
DLTR vs QS
-46.4%
+63.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -10.1% | -3.6% | -6.4% | -9.9% |
| 30D | -8.1% | -17.2% | +9.1% | -7.4% |
| 3M | +2.9% | -27.0% | +29.8% | +4.0% |
| 6M | +4.3% | -24.6% | +28.9% | +5.1% |
| YTD | -3.9% | -49.3% | +45.4% | -1.7% |
| 1Y | +18.9% | -40.3% | +59.2% | +19.8% |
| 3Y | +1.9% | -23.8% | +25.7% | -1.6% |
| 5Y | +31.0% | -75.0% | +105.9% | +27.3% |
| All | +17.2% | -46.4% | +63.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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