+7,443.4%
QLD vs DLTR
+1,444.6%
+5,998.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.5% | +4.7% |
| 7D | -10.3% | -2.0% | -8.2% | -9.6% |
| 30D | -26.1% | +12.8% | -38.8% | -30.4% |
| 3M | -17.8% | +1.1% | -18.9% | -19.3% |
| 6M | -15.6% | +35.9% | -51.4% | -28.9% |
| YTD | +5.4% | +6.6% | -1.2% | -2.1% |
| 1Y | +5.2% | +28.6% | -23.4% | -10.9% |
| 3Y | +139.4% | +14.0% | +125.4% | +97.3% |
| 5Y | +66.7% | +19.2% | +47.5% | +28.5% |
| 10Y | +1,422.1% | +78.1% | +1,343.9% | +741.6% |
| All | +7,443.4% | +1,444.6% | +5,998.8% | +998.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling