+4.8%
DASH vs SWKS
-37.9%
+42.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.9% | +11.2% | +9.7% |
| 7D | +17.2% | -4.9% | +22.1% | +19.7% |
| 30D | +3.6% | -1.2% | +4.7% | +3.6% |
| 3M | -1.9% | +24.2% | -26.0% | -14.4% |
| 6M | +15.1% | +21.5% | -6.4% | -2.9% |
| YTD | -12.3% | +33.5% | -45.8% | -31.5% |
| 1Y | -17.2% | +18.9% | -36.1% | -30.7% |
| 3Y | +114.7% | +0.4% | +114.3% | +67.9% |
| 5Y | -4.3% | -44.3% | +40.0% | +20.0% |
| All | +4.8% | -37.9% | +42.6% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling