+17.4%
DLTR vs QS
-47.0%
+64.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.6% | +2.1% | -4.3% |
| 7D | -10.2% | -4.2% | -6.0% | -10.1% |
| 30D | -8.5% | -15.7% | +7.2% | -7.8% |
| 3M | +5.6% | -28.7% | +34.3% | +6.9% |
| 6M | +2.2% | -23.2% | +25.4% | +2.8% |
| YTD | -3.8% | -49.9% | +46.1% | -1.5% |
| 1Y | +22.9% | -38.8% | +61.7% | +23.7% |
| 3Y | +2.0% | -24.0% | +26.1% | -1.5% |
| 5Y | +29.8% | -75.6% | +105.4% | +26.2% |
| All | +17.4% | -47.0% | +64.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling