+118.9%
EOG vs DLTR
+45.3%
+73.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | -10.1% | +11.6% | +3.2% |
| 30D | +2.9% | -8.1% | +11.1% | +4.2% |
| 3M | +8.7% | +2.9% | +5.9% | +7.9% |
| 6M | +12.9% | +4.3% | +8.6% | +11.0% |
| YTD | +43.8% | -3.9% | +47.8% | +43.2% |
| 1Y | +27.1% | +18.9% | +8.2% | +21.1% |
| 3Y | +25.9% | +1.9% | +24.0% | +20.3% |
| 5Y | +177.9% | +31.0% | +146.9% | +140.3% |
| All | +118.9% | +45.3% | +73.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling