-99.9%
DFNS vs CAPR
+39.6%
-139.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -1.0% |
| 7D | +0.8% | -9.5% | +10.3% | +0.1% |
| 30D | -73.2% | +121.5% | -194.7% | -71.1% |
| 3M | -72.4% | -65.4% | -7.1% | -71.9% |
| 6M | -95.2% | -67.5% | -27.7% | -95.1% |
| YTD | -98.0% | -68.6% | -29.4% | -97.9% |
| 1Y | -98.3% | +42.7% | -140.9% | -98.2% |
| 3Y | -99.9% | +43.4% | -143.2% | -99.9% |
| 5Y | -99.9% | +86.0% | -185.9% | -99.9% |
| All | -99.9% | +39.6% | -139.5% | -99.9% |
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 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