+968.7%
DLR vs CAPR
-99.1%
+1,067.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +1.6% | -2.0% | +3.6% | +1.6% |
| 30D | -3.4% | +139.2% | -142.5% | -3.6% |
| 3M | +0.5% | -66.4% | +66.9% | +0.6% |
| 6M | +4.6% | -63.1% | +67.7% | +4.6% |
| YTD | +23.4% | -67.4% | +90.8% | +23.5% |
| 1Y | +19.0% | +58.2% | -39.2% | +18.2% |
| 3Y | +56.5% | +42.2% | +14.3% | +55.5% |
| 5Y | +33.3% | +87.3% | -53.9% | +32.5% |
| 10Y | +165.1% | -75.3% | +240.4% | +164.6% |
| All | +968.7% | -99.1% | +1,067.7% | +990.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling