+589.6%
DG vs CAPR
-98.8%
+688.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.7% | -3.1% |
| 7D | +1.1% | +41.1% | -40.0% | +1.0% |
| 30D | +9.5% | +11.1% | -1.6% | +9.5% |
| 3M | +5.5% | +115.3% | -109.8% | +5.3% |
| 6M | +16.1% | -73.8% | +89.9% | +16.2% |
| YTD | +2.7% | -68.8% | +71.5% | +2.7% |
| 1Y | +42.1% | +43.3% | -1.2% | +40.9% |
| 3Y | +19.3% | +214.7% | -195.4% | +17.3% |
| 5Y | -35.3% | +141.3% | -176.6% | -36.4% |
| 10Y | +123.9% | -67.0% | +191.0% | +118.9% |
| All | +589.6% | -98.8% | +688.3% | +562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling