-99.6%
DFNS vs SWK
+77.5%
-177.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.7% | +13.4% | +13.4% |
| 7D | -13.0% | -2.3% | -10.7% | -10.8% |
| 30D | -56.9% | +30.4% | -87.3% | -70.7% |
| 3M | -93.2% | +12.1% | -105.4% | -94.2% |
| 6M | -95.4% | +49.1% | -144.5% | -96.9% |
| YTD | -99.5% | +60.4% | -160.0% | -99.7% |
| All | -99.6% | +77.5% | -177.1% | -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