-24.4%
DASH vs SWK
+82.9%
-107.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -8.7% |
| 7D | +0.5% | +11.3% | -10.7% | -2.1% |
| 30D | -7.1% | +28.1% | -35.2% | -12.0% |
| 3M | -13.2% | +12.6% | -25.8% | -15.9% |
| 6M | +8.3% | +51.7% | -43.4% | +0.5% |
| YTD | -20.6% | +60.0% | -80.5% | -27.9% |
| 1Y | -24.4% | +72.7% | -97.1% | -34.6% |
| All | -24.4% | +82.9% | -107.4% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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