+152.0%
QQQM vs DLTR
+23.8%
+128.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -0.6% | -10.1% | +9.5% | +0.8% |
| 30D | -1.2% | -8.1% | +6.9% | -0.2% |
| 3M | -0.1% | +2.9% | -3.0% | -0.8% |
| 6M | +18.0% | +4.3% | +13.6% | +16.4% |
| YTD | +16.7% | -3.9% | +20.6% | +16.3% |
| 1Y | +23.0% | +18.9% | +4.1% | +18.6% |
| 3Y | +93.3% | +1.9% | +91.4% | +87.3% |
| 5Y | +96.3% | +31.0% | +65.3% | +86.9% |
| All | +152.0% | +23.8% | +128.3% | +139.3% |
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