-25.0%
QXO vs DLTR
+45.2%
-70.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.6% | -1.5% | +2.9% |
| 7D | +16.6% | +15.6% | +1.0% | +8.0% |
| 30D | +6.6% | +29.9% | -23.3% | -6.8% |
| 3M | -17.5% | +12.5% | -29.9% | -22.8% |
| 6M | -33.8% | +56.3% | -90.1% | -48.4% |
| YTD | -34.4% | +19.5% | -53.9% | -40.2% |
| 1Y | -25.0% | +44.0% | -69.0% | -43.4% |
| All | -25.0% | +45.2% | -70.2% | -43.4% |
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