-35.3%
QXO vs DLTR
+29.2%
-64.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -1.3% | +2.5% | -3.7% | -2.5% |
| 30D | -16.0% | +2.1% | -18.1% | -17.1% |
| 3M | -17.7% | +20.3% | -38.0% | -25.3% |
| 6M | -42.6% | +11.5% | -54.1% | -45.7% |
| YTD | -30.8% | +6.8% | -37.6% | -33.3% |
| 1Y | -35.3% | +31.1% | -66.4% | -44.6% |
| All | -35.3% | +29.2% | -64.6% | -44.6% |
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