+29.8%
DLTR vs CAPR
+76.3%
-46.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | +0.1% | -4.5% |
| 7D | -10.2% | -12.6% | +2.4% | -10.2% |
| 30D | -8.5% | +124.4% | -132.9% | -9.2% |
| 3M | +5.6% | -66.8% | +72.3% | +5.9% |
| 6M | +2.2% | -71.8% | +74.0% | +2.7% |
| YTD | -3.8% | -70.1% | +66.3% | -3.4% |
| 1Y | +22.9% | +33.3% | -10.4% | +19.4% |
| 3Y | +2.0% | +36.7% | -34.7% | -4.2% |
| 5Y | +29.8% | +72.5% | -42.6% | +13.6% |
| All | +29.8% | +76.3% | -46.5% | +13.6% |
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