+583.4%
DG vs SWK
+200.0%
+383.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +8.4% | -0.4% | +8.8% | +8.5% |
| 30D | +4.9% | -5.7% | +10.7% | +6.1% |
| 3M | +29.3% | +24.1% | +5.3% | +23.6% |
| 6M | -11.3% | +24.7% | -36.0% | -15.5% |
| YTD | +1.8% | +33.9% | -32.2% | -4.7% |
| 1Y | +25.3% | +34.7% | -9.3% | +17.0% |
| 3Y | +9.1% | +15.3% | -6.2% | +2.3% |
| 5Y | -34.9% | -39.3% | +4.4% | -31.4% |
| 10Y | +108.2% | +2.5% | +105.7% | +84.7% |
| All | +583.4% | +200.0% | +383.4% | +334.5% |
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