+32.4%
DLTR vs EAT
+313.1%
-280.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -10.1% | -7.7% | -2.4% | -8.7% |
| 30D | -8.1% | -13.6% | +5.5% | -5.6% |
| 3M | +2.9% | +33.9% | -31.0% | -2.5% |
| 6M | +4.3% | +47.2% | -42.9% | -3.3% |
| YTD | -3.9% | +48.1% | -52.0% | -11.2% |
| 1Y | +18.9% | +33.7% | -14.8% | +11.4% |
| 3Y | +1.9% | +595.8% | -593.9% | -34.1% |
| All | +32.4% | +313.1% | -280.7% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling