+21.6%
DKS vs SWK
-25.5%
+47.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.1% | +11.0% | -13.1% | -7.2% |
| 30D | +7.3% | +30.1% | -22.7% | -6.0% |
| 3M | -28.4% | +14.7% | -43.1% | -33.2% |
| 6M | -36.9% | +44.5% | -81.4% | -47.9% |
| YTD | -27.3% | +59.4% | -86.7% | -43.6% |
| 1Y | -33.2% | +77.5% | -110.8% | -51.1% |
| 3Y | +32.2% | +49.5% | -17.3% | +1.6% |
| All | +21.6% | -25.5% | +47.1% | +22.2% |
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