+160.5%
DLR vs SWK
+2.4%
+158.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -3.4% | -5.7% | +2.4% | -1.9% |
| 3M | +0.5% | +24.1% | -23.6% | -5.3% |
| 6M | +4.6% | +24.7% | -20.2% | -2.0% |
| YTD | +23.4% | +33.9% | -10.5% | +13.2% |
| 1Y | +19.0% | +34.7% | -15.7% | +8.5% |
| 3Y | +56.5% | +15.3% | +41.3% | +43.8% |
| 5Y | +33.3% | -39.3% | +72.6% | +39.3% |
| All | +160.5% | +2.4% | +158.1% | +115.8% |
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