+235.0%
DKS vs SWK
+21.9%
+213.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +1.3% | -2.3% | +3.6% | +2.7% |
| 30D | +8.9% | +30.4% | -21.5% | -6.1% |
| 3M | -26.4% | +12.1% | -38.5% | -30.9% |
| 6M | -31.1% | +49.1% | -80.1% | -45.2% |
| YTD | -22.8% | +60.4% | -83.2% | -41.9% |
| 1Y | -29.5% | +78.3% | -107.8% | -50.1% |
| 3Y | +42.8% | +53.3% | -10.5% | +5.6% |
| 5Y | +29.2% | -27.0% | +56.1% | +40.4% |
| 10Y | +235.0% | +20.8% | +214.1% | +138.0% |
| All | +235.0% | +21.9% | +213.1% | +138.0% |
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