+15.8%
DKS vs SWK
-38.7%
+54.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | +3.0% | -0.4% | +3.5% | +3.2% |
| 30D | -30.5% | -5.7% | -24.8% | -28.5% |
| 3M | -35.7% | +24.1% | -59.8% | -42.6% |
| 6M | -29.7% | +24.7% | -54.4% | -37.8% |
| YTD | -28.9% | +33.9% | -62.8% | -39.7% |
| 1Y | -35.9% | +34.7% | -70.6% | -46.1% |
| 3Y | +28.2% | +15.3% | +12.9% | +11.9% |
| All | +15.8% | -38.7% | +54.5% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling