+119.3%
DG vs CAPR
-64.9%
+184.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.3% | +2.2% |
| 7D | +0.7% | +36.0% | -35.4% | +0.6% |
| 30D | +7.4% | +25.8% | -18.4% | +7.4% |
| 3M | +8.5% | +140.8% | -132.3% | +8.4% |
| 6M | +21.9% | -67.6% | +89.4% | +21.9% |
| YTD | +4.9% | -65.9% | +70.8% | +4.9% |
| 1Y | +40.4% | +66.1% | -25.7% | +39.2% |
| 3Y | +23.5% | +256.9% | -233.4% | +21.2% |
| 5Y | -32.3% | +172.1% | -204.4% | -33.6% |
| 10Y | +119.3% | -64.7% | +184.0% | +117.8% |
| All | +119.3% | -64.9% | +184.3% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling