The problem I have with DiCaprio is that I never forget that he is Leonardo DiCaprio when watching a movie (I hope that makes sense). During the dinner scenes in Django Unchained I even caught myself thinking 'why is DiCaprio doing Jack Sparrow' once. Hats off to him not breaking character after smashing the glass though, that was nice (and likely pretty painful) work.
I don't doubt his ability and dedication, but there's always something slightly off. I can't put my finger on it.