+23.0%
DG vs SWK
+46.5%
-23.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.1% |
| 7D | +6.1% | +11.3% | -5.2% | +4.2% |
| 30D | +11.9% | +28.1% | -16.1% | +7.7% |
| 3M | +9.3% | +12.6% | -3.3% | +7.0% |
| 6M | +19.1% | +51.7% | -32.6% | +11.9% |
| YTD | +5.9% | +60.0% | -54.0% | -1.5% |
| 1Y | +39.8% | +72.7% | -32.9% | +28.8% |
| All | +23.0% | +46.5% | -23.5% | +12.4% |
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