+112.7%
DG vs CAPR
-75.3%
+188.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +8.4% | -2.0% | +10.4% | +8.4% |
| 30D | +4.9% | +139.2% | -134.2% | +4.8% |
| 3M | +29.3% | -66.4% | +95.7% | +29.4% |
| 6M | -11.3% | -63.1% | +51.9% | -11.2% |
| YTD | +1.8% | -67.4% | +69.2% | +1.8% |
| 1Y | +25.3% | +58.2% | -32.9% | +24.3% |
| 3Y | +9.1% | +42.2% | -33.1% | +7.5% |
| 5Y | -34.9% | +87.3% | -122.1% | -36.0% |
| All | +112.7% | -75.3% | +188.0% | +113.5% |
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