-99.9%
DFNS vs CAPR
+44.8%
-144.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.7% |
| 7D | -16.0% | -2.0% | -14.0% | -16.1% |
| 30D | -77.7% | +139.2% | -216.9% | -75.8% |
| 3M | -77.2% | -66.4% | -10.8% | -76.7% |
| 6M | -95.2% | -63.1% | -32.0% | -95.1% |
| YTD | -98.0% | -67.4% | -30.5% | -97.9% |
| 1Y | -98.3% | +58.2% | -156.5% | -98.1% |
| 3Y | -99.9% | +42.2% | -142.1% | -99.9% |
| 5Y | -99.9% | +87.3% | -187.1% | -99.9% |
| All | -99.9% | +44.8% | -144.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling