+1,172.7%
DLTR vs CAPR
-99.0%
+1,271.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -1.1% |
| 7D | +2.4% | +19.1% | -16.7% | +2.2% |
| 30D | +21.5% | +48.8% | -27.3% | +21.0% |
| 3M | +9.8% | +144.4% | -134.5% | +8.8% |
| 6M | +58.6% | -67.5% | +126.2% | +59.0% |
| YTD | +14.8% | -64.5% | +79.4% | +14.9% |
| 1Y | +33.0% | +74.4% | -41.4% | +29.4% |
| 3Y | +23.8% | +265.7% | -241.9% | +18.6% |
| 5Y | +24.9% | +196.0% | -171.0% | +19.4% |
| 10Y | +81.6% | -62.4% | +143.9% | +69.7% |
| All | +1,172.7% | -99.0% | +1,271.7% | +1,038.9% |
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