-70.8%
QXO vs DLTR
+30.4%
-101.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -7.8% | -10.1% | +2.3% | -5.1% |
| 30D | -18.1% | -8.1% | -10.0% | -16.3% |
| 3M | -25.8% | +2.9% | -28.6% | -26.6% |
| 6M | -41.7% | +4.3% | -46.1% | -42.8% |
| YTD | -36.2% | -3.9% | -32.2% | -36.1% |
| 1Y | -42.1% | +18.9% | -61.0% | -44.9% |
| 3Y | -46.2% | +1.9% | -48.1% | -48.4% |
| All | -70.8% | +30.4% | -101.2% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling