-5.1%
DASH vs SWKS
-39.1%
+34.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -8.4% |
| 7D | +0.5% | -9.2% | +9.7% | +4.9% |
| 30D | -7.1% | -1.9% | -5.2% | -6.7% |
| 3M | -13.2% | +21.2% | -34.4% | -23.4% |
| 6M | +8.3% | +12.9% | -4.6% | -4.6% |
| YTD | -20.6% | +30.7% | -51.3% | -37.3% |
| 1Y | -24.4% | +14.1% | -38.5% | -35.2% |
| 3Y | +94.5% | -1.7% | +96.2% | +53.7% |
| 5Y | -9.4% | -43.0% | +33.6% | +11.3% |
| All | -5.1% | -39.1% | +34.1% | +3.2% |
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