+153.0%
DASH vs SWK
+15.2%
+137.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.9% |
| 7D | -10.6% | -0.4% | -10.1% | -10.4% |
| 30D | +2.2% | -5.7% | +7.9% | +4.0% |
| 3M | +32.3% | +24.1% | +8.2% | +23.3% |
| 6M | +19.1% | +24.7% | -5.6% | +10.3% |
| YTD | -6.5% | +33.9% | -40.5% | -16.2% |
| 1Y | -14.9% | +34.7% | -49.6% | -24.2% |
| All | +153.0% | +15.2% | +137.8% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling