+611.5%
DG vs SWK
+258.3%
+353.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.0% |
| 7D | +6.1% | +11.3% | -5.2% | +3.8% |
| 30D | +11.9% | +28.1% | -16.1% | +6.5% |
| 3M | +9.3% | +12.6% | -3.3% | +6.6% |
| 6M | +19.1% | +51.7% | -32.6% | +9.3% |
| YTD | +5.9% | +60.0% | -54.0% | -4.3% |
| 1Y | +39.8% | +72.7% | -32.9% | +24.3% |
| 3Y | +23.4% | +46.3% | -22.9% | +10.3% |
| 5Y | -33.3% | -24.6% | -8.7% | -32.8% |
| 10Y | +131.0% | +32.2% | +98.8% | +94.2% |
| All | +611.5% | +258.3% | +353.2% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling