+16,522.4%
QCOM vs DLTR
+12,481.5%
+4,040.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.6% |
| 7D | +5.5% | +5.0% | +0.5% | +4.3% |
| 30D | -1.1% | +18.7% | -19.8% | -5.4% |
| 3M | +7.6% | +8.9% | -1.3% | +4.6% |
| 6M | -20.1% | +49.4% | -69.5% | -28.7% |
| YTD | +3.0% | +14.5% | -11.5% | -2.4% |
| 1Y | +3.2% | +32.5% | -29.2% | -5.9% |
| 3Y | +48.9% | +23.4% | +25.4% | +33.0% |
| 5Y | +21.1% | +26.2% | -5.1% | +5.1% |
| 10Y | +242.8% | +82.4% | +160.4% | +158.1% |
| All | +16,522.4% | +12,481.5% | +4,040.9% | +5,901.0% |
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 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