+5,845.5%
DKS vs SWK
+495.5%
+5,350.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | +3.0% | -0.4% | +3.5% | +3.3% |
| 30D | -30.5% | -5.7% | -24.8% | -28.2% |
| 3M | -35.7% | +24.1% | -59.8% | -43.6% |
| 6M | -29.7% | +24.7% | -54.4% | -39.0% |
| YTD | -28.9% | +33.9% | -62.8% | -41.1% |
| 1Y | -35.9% | +34.7% | -70.6% | -47.5% |
| 3Y | +28.2% | +15.3% | +12.9% | +10.4% |
| 5Y | +11.8% | -39.3% | +51.1% | +33.2% |
| 10Y | +211.6% | +2.5% | +209.1% | +153.2% |
| All | +5,845.5% | +495.5% | +5,350.0% | +1,599.5% |
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