+27.3%
DLTR vs CAPR
+299.3%
-272.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.5% | -25.0% | +1.2% |
| 7D | -2.8% | +25.8% | -28.6% | -3.0% |
| 30D | +21.5% | +50.2% | -28.7% | +21.0% |
| 3M | +11.6% | +185.5% | -173.9% | +10.3% |
| 6M | +58.7% | -64.8% | +123.6% | +59.0% |
| YTD | +16.2% | -61.1% | +77.3% | +16.2% |
| 1Y | +34.8% | +81.0% | -46.1% | +30.5% |
| All | +27.3% | +299.3% | -272.0% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling