+44.0%
DLTR vs EAT
+379.9%
-335.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -9.4% | -6.2% | -3.2% | -8.5% |
| 30D | -7.3% | -3.0% | -4.3% | -6.9% |
| 3M | +7.6% | +45.6% | -38.1% | +1.4% |
| 6M | +1.6% | +53.5% | -52.0% | -5.5% |
| YTD | -3.5% | +49.6% | -53.1% | -10.0% |
| 1Y | +20.0% | +38.9% | -18.9% | +12.8% |
| 3Y | +2.3% | +589.7% | -587.4% | -26.9% |
| 5Y | +31.5% | +318.7% | -287.1% | -2.4% |
| All | +44.0% | +379.9% | -335.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling