+2.3%
QCOM vs DLTR
+45.2%
-42.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.6% | -4.3% | +4.6% |
| 7D | -5.3% | +15.6% | -20.9% | -6.4% |
| 30D | -4.2% | +29.9% | -34.1% | -6.2% |
| 3M | +7.0% | +12.5% | -5.4% | +6.1% |
| 6M | +3.8% | +56.3% | -52.5% | -2.3% |
| YTD | +2.8% | +19.5% | -16.7% | +1.4% |
| 1Y | +2.3% | +44.0% | -41.7% | -5.9% |
| All | +2.3% | +45.2% | -42.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling