+44.0%
DLTR vs EOSE
-85.5%
+129.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.6% | -3.0% | +9.3% |
| 7D | +15.6% | +9.7% | +5.8% | +15.3% |
| 30D | +29.9% | -34.6% | +64.4% | +30.9% |
| 3M | +12.5% | -50.8% | +63.3% | +14.2% |
| 6M | +56.3% | -66.5% | +122.8% | +59.0% |
| YTD | +19.5% | -81.3% | +100.8% | +24.0% |
| 1Y | +44.0% | -84.8% | +128.8% | +51.8% |
| All | +44.0% | -85.5% | +129.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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