-99.6%
DFNS vs CAPR
+47.4%
-147.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +8.3% | -26.6% | -17.8% |
| 7D | -27.7% | +43.2% | -70.8% | -25.8% |
| 30D | -58.0% | +14.7% | -72.6% | -57.5% |
| 3M | -94.0% | +113.9% | -207.9% | -93.5% |
| 6M | -94.6% | -73.4% | -21.2% | -94.4% |
| YTD | -99.4% | -69.1% | -30.3% | -99.4% |
| 1Y | -99.6% | +47.2% | -146.8% | -99.7% |
| All | -99.6% | +47.4% | -147.1% | -99.7% |
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