-99.6%
DFNS vs SWK
+87.6%
-187.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +13.1% | -31.4% | -31.9% |
| 7D | -27.7% | +17.9% | -45.6% | -43.6% |
| 30D | -58.0% | +31.9% | -89.9% | -72.2% |
| 3M | -94.0% | +16.6% | -110.5% | -95.2% |
| 6M | -94.6% | +61.1% | -155.7% | -96.6% |
| YTD | -99.4% | +64.2% | -163.6% | -99.7% |
| 1Y | -99.6% | +85.2% | -184.9% | -99.8% |
| All | -99.6% | +87.6% | -187.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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