+23.0%
DLTR vs EAT
+476.7%
-453.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | +5.3% | -4.0% | +9.3% | +6.0% |
| 30D | +13.4% | -2.9% | +16.3% | +13.9% |
| 3M | +6.6% | -16.9% | +23.5% | +9.7% |
| 6M | +59.1% | +57.0% | +2.1% | +48.4% |
| YTD | +12.3% | +38.2% | -25.9% | +6.2% |
| 1Y | +33.9% | +69.3% | -35.4% | +23.0% |
| 3Y | +23.0% | +483.0% | -460.0% | -22.4% |
| All | +23.0% | +476.7% | -453.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling