-99.7%
DFNS vs SWKS
+33.5%
-133.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +2.7% | -22.1% | -20.6% |
| 7D | -12.7% | +10.9% | -23.5% | -17.0% |
| 30D | -65.2% | +17.6% | -82.8% | -67.7% |
| 3M | -94.6% | +29.2% | -123.8% | -95.4% |
| 6M | -96.2% | +37.0% | -133.2% | -97.2% |
| YTD | -99.6% | +44.9% | -144.5% | -99.7% |
| 1Y | -99.7% | +33.8% | -133.5% | -99.8% |
| All | -99.7% | +33.5% | -133.2% | -99.8% |
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