+44.7%
DG vs CAPR
+47.4%
-2.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.3% | +0.3% | +8.5% |
| 7D | +12.3% | +43.2% | -30.9% | +12.3% |
| 30D | +19.3% | +14.7% | +4.6% | +19.3% |
| 3M | +11.9% | +113.9% | -102.1% | +12.2% |
| 6M | +25.0% | -73.4% | +98.3% | +24.8% |
| YTD | +8.7% | -69.1% | +77.8% | +8.6% |
| 1Y | +44.7% | +47.2% | -2.5% | +45.3% |
| All | +44.7% | +47.4% | -2.7% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling