+27.6%
DLTR vs EQH
+234.7%
-207.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -10.1% | +0.7% | -10.8% | -10.2% |
| 30D | -8.1% | +2.8% | -11.0% | -8.8% |
| 3M | +2.9% | +23.1% | -20.2% | -2.8% |
| 6M | +4.3% | +41.4% | -37.1% | -5.2% |
| YTD | -3.9% | +14.3% | -18.2% | -8.1% |
| 1Y | +18.9% | +1.6% | +17.3% | +17.0% |
| 3Y | +1.9% | +102.7% | -100.8% | -17.9% |
| 5Y | +31.0% | +104.5% | -73.5% | +3.3% |
| All | +27.6% | +234.7% | -207.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 all: compounded portfolio wealth divided by compounded EQH 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…
all analysis · Full analysis span regression · 6 months rolling