+40.7%
DGX vs CAPR
+63.5%
-22.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | 0.0% |
| 7D | +1.6% | +5.9% | -4.3% | +1.6% |
| 30D | +11.2% | +44.6% | -33.4% | +11.3% |
| 3M | +10.4% | +126.4% | -116.0% | +10.6% |
| 6M | +37.1% | -68.6% | +105.7% | +37.1% |
| YTD | +52.1% | -67.0% | +119.1% | +52.1% |
| 1Y | +40.7% | +65.2% | -24.4% | +40.9% |
| All | +40.7% | +63.5% | -22.7% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling