-99.6%
DFNS vs SWKS
+14.2%
-113.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.9% | -15.4% | -16.9% |
| 7D | -27.7% | -4.9% | -22.7% | -25.8% |
| 30D | -58.0% | -1.2% | -56.8% | -57.7% |
| 3M | -94.0% | +24.2% | -118.1% | -94.9% |
| 6M | -94.6% | +21.5% | -116.1% | -95.9% |
| YTD | -99.4% | +33.5% | -132.9% | -99.6% |
| 1Y | -99.6% | +18.9% | -118.6% | -99.7% |
| All | -99.6% | +14.2% | -113.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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