-98.3%
DFNS vs SWKS
+4.6%
-102.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -1.7% |
| 7D | -16.0% | +12.5% | -28.5% | -23.0% |
| 30D | -77.7% | +10.5% | -88.2% | -79.4% |
| 3M | -77.2% | -7.4% | -69.8% | -78.4% |
| 6M | -95.2% | +32.7% | -127.8% | -96.5% |
| YTD | -98.0% | +19.2% | -117.1% | -98.4% |
| 1Y | -98.3% | +2.4% | -100.6% | -98.5% |
| All | -98.3% | +4.6% | -102.9% | -98.5% |
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