+32.3%
DLR vs CAPR
+142.6%
-110.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -0.3% |
| 7D | -3.6% | +41.1% | -44.7% | -4.0% |
| 30D | -3.5% | +11.1% | -14.6% | -3.6% |
| 3M | -8.9% | +115.3% | -124.2% | -10.0% |
| 6M | -11.6% | -73.8% | +62.2% | -11.1% |
| YTD | +14.9% | -68.8% | +83.7% | +15.3% |
| 1Y | +6.4% | +43.3% | -36.9% | +2.7% |
| 3Y | +47.3% | +214.7% | -167.4% | +32.5% |
| All | +32.3% | +142.6% | -110.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling