+11.7%
DASH vs SWK
-34.3%
+46.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | -10.6% | -0.4% | -10.1% | -10.4% |
| 30D | +2.2% | -5.7% | +7.9% | +4.8% |
| 3M | +32.3% | +24.1% | +8.2% | +19.1% |
| 6M | +19.1% | +24.7% | -5.6% | +5.7% |
| YTD | -6.5% | +33.9% | -40.5% | -20.8% |
| 1Y | -14.9% | +34.7% | -49.6% | -28.7% |
| 3Y | +151.9% | +15.3% | +136.7% | +113.8% |
| 5Y | +9.4% | -39.3% | +48.7% | +24.6% |
| All | +11.7% | -34.3% | +46.0% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling