+1,321.3%
QLD vs DLTR
+80.4%
+1,240.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.5% | +4.2% |
| 7D | -10.3% | -2.0% | -8.2% | -9.7% |
| 30D | -26.1% | +12.8% | -38.8% | -29.4% |
| 3M | -17.8% | +1.1% | -18.9% | -18.9% |
| 6M | -15.6% | +35.9% | -51.4% | -26.2% |
| YTD | +5.4% | +6.6% | -1.2% | -0.2% |
| 1Y | +5.2% | +28.6% | -23.4% | -7.6% |
| 3Y | +139.4% | +14.0% | +125.4% | +108.0% |
| 5Y | +66.7% | +19.2% | +47.5% | +38.4% |
| All | +1,321.3% | +80.4% | +1,240.9% | +880.5% |
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