+32.9%
DLTR vs QS
-75.4%
+108.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -9.4% | -5.0% | -4.5% | -9.1% |
| 30D | -7.3% | -18.3% | +11.0% | -5.9% |
| 3M | +7.6% | -26.0% | +33.6% | +9.6% |
| 6M | +1.6% | -24.0% | +25.6% | +2.7% |
| YTD | -3.5% | -50.3% | +46.8% | +0.7% |
| 1Y | +20.0% | -38.0% | +58.0% | +20.9% |
| 3Y | +2.3% | -24.6% | +26.9% | -5.8% |
| All | +32.9% | -75.4% | +108.3% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling