+21.8%
DG vs CAPR
+239.1%
-217.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | -0.4% |
| 7D | +0.3% | +5.9% | -5.6% | +0.3% |
| 30D | +3.2% | +44.6% | -41.4% | +3.3% |
| 3M | +10.4% | +126.4% | -115.9% | +10.7% |
| 6M | +33.2% | -68.6% | +101.7% | +33.1% |
| YTD | +3.0% | -67.0% | +70.0% | +2.9% |
| 1Y | +31.2% | +65.2% | -33.9% | +30.9% |
| 3Y | +21.8% | +235.6% | -213.7% | +16.2% |
| All | +21.8% | +239.1% | -217.3% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling