-100.0%
DFNS vs SWKS
-1.9%
-98.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.1% | -17.6% | -19.0% |
| 7D | -37.4% | -9.2% | -28.2% | -35.4% |
| 30D | -65.8% | -1.9% | -63.9% | -65.6% |
| 3M | -95.0% | +21.2% | -116.2% | -95.4% |
| 6M | -95.8% | +12.9% | -108.7% | -96.2% |
| YTD | -99.5% | +30.7% | -130.3% | -99.6% |
| 1Y | -99.7% | +14.1% | -113.9% | -99.8% |
| All | -100.0% | -1.9% | -98.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling