+102.1%
DASH vs SWKS
-1.9%
+103.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -9.0% |
| 7D | +0.5% | -9.2% | +9.7% | +2.2% |
| 30D | -7.1% | -1.9% | -5.2% | -6.9% |
| 3M | -13.2% | +21.2% | -34.4% | -17.2% |
| 6M | +8.3% | +12.9% | -4.6% | +3.3% |
| YTD | -20.6% | +30.7% | -51.3% | -27.6% |
| 1Y | -24.4% | +14.1% | -38.5% | -28.4% |
| All | +102.1% | -1.9% | +103.9% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling