+74.4%
DLTR vs QSR
+205.8%
-131.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -10.1% | -4.0% | -6.1% | -8.9% |
| 30D | -8.1% | +2.8% | -10.9% | -8.9% |
| 3M | +2.9% | +5.1% | -2.2% | +1.2% |
| 6M | +4.3% | +8.8% | -4.5% | +1.5% |
| YTD | -3.9% | +14.8% | -18.8% | -8.3% |
| 1Y | +18.9% | +25.7% | -6.8% | +10.2% |
| 3Y | +1.9% | +27.5% | -25.6% | -6.9% |
| 5Y | +31.0% | +41.3% | -10.3% | +14.9% |
| 10Y | +44.8% | +133.8% | -89.1% | +4.7% |
| All | +74.4% | +205.8% | -131.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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