+31.1%
DLTR vs EOSE
-49.1%
+80.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | 0.0% |
| 7D | +2.5% | +19.0% | -16.6% | +1.9% |
| 30D | +2.1% | +1.6% | +0.5% | +1.9% |
| 3M | +20.3% | -52.0% | +72.3% | +22.9% |
| 6M | +11.5% | -42.5% | +54.0% | +12.2% |
| YTD | +6.8% | -66.1% | +73.0% | +9.4% |
| 1Y | +31.1% | -47.1% | +78.2% | +47.3% |
| All | +31.1% | -49.1% | +80.2% | +47.3% |
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