-100.0%
DFNS vs CAPR
+192.6%
-292.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -8.7% | -10.6% | -20.0% |
| 7D | -12.7% | +19.1% | -31.7% | -11.4% |
| 30D | -65.2% | +48.8% | -114.1% | -64.0% |
| 3M | -94.6% | +144.4% | -239.0% | -94.0% |
| 6M | -96.2% | -67.5% | -28.7% | -96.1% |
| YTD | -99.6% | -64.5% | -35.1% | -99.6% |
| 1Y | -99.7% | +74.4% | -174.1% | -99.7% |
| 3Y | -100.0% | +265.7% | -365.7% | -100.0% |
| 5Y | -100.0% | +196.0% | -295.9% | -100.0% |
| All | -100.0% | +192.6% | -292.5% | -100.0% |
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