+351.3%
DAL vs SWKS
+1,251.2%
-899.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.4% |
| 7D | +0.1% | +12.5% | -12.4% | -4.5% |
| 30D | -13.9% | +10.5% | -24.4% | -17.4% |
| 3M | +1.1% | -7.4% | +8.5% | +2.9% |
| 6M | +26.2% | +32.7% | -6.4% | +9.5% |
| YTD | +16.4% | +19.2% | -2.7% | +4.7% |
| 1Y | +33.9% | +2.4% | +31.5% | +27.1% |
| 3Y | +93.4% | -25.6% | +119.0% | +99.4% |
| 5Y | +106.4% | -53.4% | +159.8% | +150.2% |
| 10Y | +143.0% | +23.2% | +119.8% | +85.4% |
| All | +351.3% | +1,251.2% | -899.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling