+16,813.6%
QCOM vs DLTR
+12,666.4%
+4,147.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | +2.0% | -2.8% | +4.7% | +2.7% |
| 30D | +1.2% | +21.5% | -20.3% | -3.7% |
| 3M | +9.1% | +11.6% | -2.5% | +5.5% |
| 6M | -25.0% | +58.7% | -83.7% | -34.0% |
| YTD | +4.8% | +16.2% | -11.3% | -1.0% |
| 1Y | +3.6% | +34.8% | -31.2% | -6.0% |
| 3Y | +51.5% | +25.3% | +26.2% | +34.9% |
| 5Y | +19.7% | +25.8% | -6.1% | +4.0% |
| 10Y | +245.8% | +83.7% | +162.2% | +160.0% |
| All | +16,813.6% | +12,666.4% | +4,147.2% | +5,984.7% |
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 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