+248.1%
DGX vs CAPR
-78.4%
+326.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.7% |
| 7D | -0.9% | -11.0% | +10.1% | -0.8% |
| 30D | -1.2% | +99.8% | -100.9% | -1.7% |
| 3M | +15.8% | -66.6% | +82.3% | +16.1% |
| 6M | +18.2% | -75.1% | +93.2% | +18.7% |
| YTD | +37.2% | -71.0% | +108.2% | +37.6% |
| 1Y | +30.4% | +30.0% | +0.4% | +27.1% |
| 3Y | +96.7% | +29.0% | +67.7% | +88.6% |
| 5Y | +67.2% | +70.8% | -3.6% | +58.8% |
| All | +248.1% | -78.4% | +326.6% | +223.5% |
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