+177.5%
DLR vs CAPR
-64.9%
+242.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.4% | -6.1% | +3.3% |
| 7D | +2.4% | +36.0% | -33.7% | +2.1% |
| 30D | +0.7% | +25.8% | -25.0% | +0.6% |
| 3M | -6.4% | +140.8% | -147.3% | -7.2% |
| 6M | -6.5% | -67.6% | +61.0% | -6.3% |
| YTD | +18.8% | -65.9% | +84.7% | +18.9% |
| 1Y | +9.0% | +66.1% | -57.1% | +6.6% |
| 3Y | +54.5% | +256.9% | -202.4% | +49.6% |
| 5Y | +35.8% | +172.1% | -136.3% | +31.4% |
| 10Y | +177.5% | -64.7% | +242.2% | +163.5% |
| All | +177.5% | -64.9% | +242.4% | +163.5% |
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