+40.3%
QLD vs DLTR
+19.6%
+20.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | -0.1% |
| 7D | +1.9% | -10.2% | +12.1% | +3.1% |
| 30D | -1.8% | -8.5% | +6.7% | -0.9% |
| 3M | -0.1% | +5.6% | -5.7% | -1.7% |
| 6M | +32.6% | +2.2% | +30.4% | +31.1% |
| YTD | +27.9% | -3.8% | +31.7% | +27.5% |
| 1Y | +40.3% | +22.9% | +17.3% | +25.6% |
| All | +40.3% | +19.6% | +20.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling