+242.6%
QCOM vs DLTR
+76.3%
+166.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.1% |
| 7D | +4.3% | +5.3% | -1.0% | +3.0% |
| 30D | -0.1% | +13.4% | -13.5% | -3.2% |
| 3M | +5.2% | +6.6% | -1.4% | +3.0% |
| 6M | -18.4% | +59.1% | -77.4% | -28.2% |
| YTD | +2.4% | +12.3% | -9.8% | -2.4% |
| 1Y | +0.9% | +33.9% | -33.0% | -8.3% |
| 3Y | +48.4% | +23.0% | +25.4% | +33.0% |
| 5Y | +16.6% | +22.1% | -5.5% | +1.8% |
| All | +242.6% | +76.3% | +166.4% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling