+117.3%
DDOG vs SWK
+15.2%
+102.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -10.1% | -0.4% | -9.7% | -10.1% |
| 30D | -24.8% | -5.7% | -19.1% | -24.0% |
| 3M | -12.6% | +24.1% | -36.7% | -15.9% |
| 6M | +79.9% | +24.7% | +55.2% | +72.1% |
| YTD | +56.6% | +33.9% | +22.6% | +47.3% |
| 1Y | +61.6% | +34.7% | +26.9% | +51.4% |
| All | +117.3% | +15.2% | +102.1% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling