-99.7%
DFNS vs SWK
+79.5%
-179.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -5.9% |
| 7D | -42.8% | +10.7% | -53.5% | -50.4% |
| 30D | -67.6% | +33.3% | -100.9% | -78.4% |
| 3M | -94.9% | +14.7% | -109.5% | -95.7% |
| 6M | -96.7% | +48.5% | -145.3% | -97.8% |
| YTD | -99.6% | +63.9% | -163.5% | -99.8% |
| All | -99.7% | +79.5% | -179.3% | -99.9% |
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