+1,542.6%
QLD vs DLTR
+80.3%
+1,462.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +12.5% | +2.4% | +10.1% | +11.5% |
| 30D | -15.7% | +21.5% | -37.2% | -21.5% |
| 3M | -11.9% | +9.8% | -21.8% | -15.5% |
| 6M | -10.3% | +58.6% | -68.9% | -25.7% |
| YTD | +15.6% | +14.8% | +0.8% | +6.8% |
| 1Y | +12.1% | +33.0% | -20.9% | -2.4% |
| 3Y | +150.7% | +23.8% | +126.8% | +111.5% |
| 5Y | +86.6% | +24.9% | +61.7% | +53.0% |
| All | +1,542.6% | +80.3% | +1,462.2% | +1,008.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling