+227.2%
DKS vs SWK
+18.1%
+209.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +6.3% | -1.4% | +7.7% | +7.2% |
| 30D | +9.3% | +25.5% | -16.1% | -3.7% |
| 3M | -25.3% | +11.8% | -37.1% | -29.8% |
| 6M | -29.2% | +48.7% | -77.9% | -43.7% |
| YTD | -22.7% | +57.2% | -79.9% | -41.2% |
| 1Y | -30.1% | +75.3% | -105.4% | -50.1% |
| 3Y | +45.6% | +51.9% | -6.3% | +8.2% |
| 5Y | +28.5% | -30.7% | +59.2% | +44.2% |
| All | +227.2% | +18.1% | +209.1% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling