+1,646.5%
QLD vs DLTR
+50.3%
+1,596.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.5% | +1.8% |
| 7D | +3.0% | -5.8% | +8.8% | +5.1% |
| 30D | -1.8% | -5.2% | +3.4% | -0.3% |
| 3M | -1.8% | +15.2% | -17.0% | -7.5% |
| 6M | +36.9% | +7.1% | +29.8% | +30.8% |
| YTD | +28.7% | +0.8% | +27.9% | +25.1% |
| 1Y | +41.9% | +24.8% | +17.1% | +26.3% |
| 3Y | +184.2% | +6.9% | +177.3% | +154.0% |
| 5Y | +122.1% | +33.2% | +88.9% | +73.5% |
| 10Y | +1,646.5% | +51.6% | +1,594.9% | +1,140.2% |
| All | +1,646.5% | +50.3% | +1,596.2% | +1,140.2% |
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