+26.0%
EOG vs DLTR
+1.8%
+24.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.0% | -9.4% | +10.5% | +1.4% |
| 30D | +2.8% | -7.3% | +10.2% | +3.1% |
| 3M | +5.9% | +7.6% | -1.7% | +5.5% |
| 6M | +17.1% | +1.6% | +15.5% | +17.1% |
| YTD | +43.9% | -3.5% | +47.5% | +44.5% |
| 1Y | +26.9% | +20.0% | +6.8% | +24.9% |
| All | +26.0% | +1.8% | +24.2% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling