+64.9%
DGX vs CAPR
+84.9%
-20.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.7% |
| 7D | -0.3% | -9.5% | +9.2% | -0.3% |
| 30D | -1.2% | +121.5% | -122.7% | -1.5% |
| 3M | +19.9% | -65.4% | +85.3% | +20.1% |
| 6M | +19.2% | -67.5% | +86.7% | +19.4% |
| YTD | +37.5% | -68.6% | +106.1% | +37.7% |
| 1Y | +31.3% | +42.7% | -11.4% | +29.2% |
| 3Y | +96.6% | +43.4% | +53.3% | +85.2% |
| All | +64.9% | +84.9% | -20.0% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling