+52.1%
QCOM vs DLTR
+18.8%
+33.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -1.0% | +3.0% |
| 7D | +5.8% | -1.0% | +6.8% | +6.0% |
| 30D | -2.3% | +15.7% | -18.0% | -4.5% |
| 3M | +2.7% | +4.8% | -2.1% | +1.7% |
| 6M | -21.0% | +45.6% | -66.6% | -26.5% |
| YTD | +1.8% | +11.6% | -9.7% | -0.9% |
| 1Y | +2.4% | +29.8% | -27.4% | -3.2% |
| 3Y | +52.1% | +20.8% | +31.3% | +39.2% |
| All | +52.1% | +18.8% | +33.4% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling