+36.2%
QCOM vs DLTR
+34.4%
+1.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.8% | +4.3% |
| 7D | +5.1% | -5.8% | +10.9% | +6.2% |
| 30D | +4.3% | -5.2% | +9.5% | +5.2% |
| 3M | -19.6% | +15.2% | -34.8% | -22.4% |
| 6M | +29.5% | +7.1% | +22.3% | +26.4% |
| YTD | +3.4% | +0.8% | +2.5% | +2.0% |
| 1Y | +10.9% | +24.8% | -13.9% | +4.3% |
| 3Y | +74.8% | +6.9% | +67.9% | +65.3% |
| 5Y | +36.2% | +33.2% | +2.9% | +34.0% |
| All | +36.2% | +34.4% | +1.8% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling