+13.5%
QCOM vs DLTR
+19.6%
-6.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.0% |
| 7D | +4.4% | -10.2% | +14.6% | +6.0% |
| 30D | +9.4% | -8.5% | +17.9% | +10.6% |
| 3M | -13.7% | +5.6% | -19.2% | -15.6% |
| 6M | +28.9% | +2.2% | +26.7% | +28.4% |
| YTD | +4.7% | -3.8% | +8.5% | +5.5% |
| 1Y | +13.5% | +22.9% | -9.4% | -0.6% |
| All | +13.5% | +19.6% | -6.1% | -0.6% |
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