-96.2%
DFNS vs CAPR
-72.8%
-23.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.7% | -16.9% | -7.4% |
| 7D | -44.0% | +41.1% | -85.1% | -18.2% |
| 30D | -69.1% | +11.1% | -80.2% | -66.3% |
| 3M | -95.6% | +115.3% | -210.9% | -89.0% |
| 6M | -96.2% | -73.8% | -22.3% | -99.1% |
| All | -96.2% | -72.8% | -23.3% | -99.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling