+16,063.6%
QCOM vs DLTR
+11,640.8%
+4,422.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +2.5% | +0.9% | +2.7% |
| 30D | +7.7% | +2.1% | +5.6% | +7.0% |
| 3M | -30.1% | +20.3% | -50.3% | -33.5% |
| 6M | +22.8% | +11.5% | +11.3% | +18.0% |
| YTD | +0.2% | +6.8% | -6.6% | -2.9% |
| 1Y | +7.9% | +31.1% | -23.2% | -0.9% |
| 3Y | +55.8% | +10.7% | +45.1% | +43.7% |
| 5Y | +30.1% | +41.6% | -11.5% | +9.6% |
| 10Y | +248.9% | +58.1% | +190.8% | +173.2% |
| All | +16,063.6% | +11,640.8% | +4,422.7% | +5,867.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling