+176.7%
DLR vs CAPR
-77.3%
+254.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | +2.9% | -12.6% | +15.5% | +3.0% |
| 30D | -1.2% | +124.4% | -125.6% | -1.9% |
| 3M | +2.9% | -66.8% | +69.7% | +3.2% |
| 6M | +6.7% | -71.8% | +78.5% | +7.1% |
| YTD | +23.9% | -70.1% | +93.9% | +24.2% |
| 1Y | +18.6% | +33.3% | -14.7% | +16.1% |
| 3Y | +59.7% | +36.7% | +23.0% | +55.2% |
| 5Y | +42.1% | +72.5% | -30.4% | +37.6% |
| 10Y | +176.7% | -77.3% | +254.0% | +163.2% |
| All | +176.7% | -77.3% | +254.0% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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