-100.0%
DFNS vs SWK
+46.0%
-145.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.9% | -12.2% |
| 7D | -44.0% | +11.0% | -55.0% | -43.6% |
| 30D | -69.1% | +30.1% | -99.2% | -69.0% |
| 3M | -95.6% | +14.7% | -110.3% | -95.6% |
| 6M | -96.2% | +44.5% | -140.7% | -96.0% |
| YTD | -99.6% | +59.4% | -159.0% | -99.6% |
| 1Y | -99.7% | +77.5% | -177.3% | -99.7% |
| 3Y | -100.0% | +49.5% | -149.4% | -100.0% |
| All | -100.0% | +46.0% | -145.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling