+11.7%
DASH vs SWKS
-44.5%
+56.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.2% | -6.4% |
| 7D | -10.6% | +12.5% | -23.1% | -15.9% |
| 30D | +2.2% | +10.5% | -8.3% | -3.3% |
| 3M | +32.3% | -7.4% | +39.7% | +35.2% |
| 6M | +19.1% | +32.7% | -13.5% | -3.7% |
| YTD | -6.5% | +19.2% | -25.7% | -20.8% |
| 1Y | -14.9% | +2.4% | -17.3% | -21.9% |
| 3Y | +151.9% | -25.6% | +177.6% | +151.9% |
| 5Y | +9.4% | -53.4% | +62.9% | +55.2% |
| All | +11.7% | -44.5% | +56.3% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling