+180.3%
DAL vs SWKS
+0.2%
+180.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.9% | +10.1% | +8.1% |
| 7D | +11.1% | -4.9% | +16.0% | +12.8% |
| 30D | +7.7% | -1.2% | +8.9% | +7.8% |
| 3M | -3.5% | +24.2% | -27.7% | -12.3% |
| 6M | +31.3% | +21.5% | +9.8% | +17.3% |
| YTD | +30.0% | +33.5% | -3.5% | +10.3% |
| 1Y | +62.1% | +18.9% | +43.2% | +44.7% |
| All | +180.3% | +0.2% | +180.1% | +126.9% |
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