+1,418.0%
QLD vs DLTR
+88.8%
+1,329.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +5.2% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -19.6% | +15.7% | -35.2% | -23.9% |
| 3M | -14.1% | +4.8% | -19.0% | -16.3% |
| 6M | -13.6% | +45.6% | -59.2% | -26.2% |
| YTD | +12.5% | +11.6% | +1.0% | +5.0% |
| 1Y | +13.1% | +29.8% | -16.6% | -0.7% |
| 3Y | +154.7% | +20.8% | +133.9% | +116.8% |
| 5Y | +81.1% | +23.5% | +57.6% | +48.8% |
| 10Y | +1,418.0% | +80.5% | +1,337.5% | +931.7% |
| All | +1,418.0% | +88.8% | +1,329.2% | +931.7% |
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 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