+181.2%
DLR vs SWK
+18.1%
+163.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +3.3% | -1.4% | +4.7% | +3.7% |
| 30D | +4.6% | +25.5% | -20.9% | -1.5% |
| 3M | -8.3% | +11.8% | -20.1% | -11.2% |
| 6M | -5.6% | +48.7% | -54.3% | -15.4% |
| YTD | +18.7% | +57.2% | -38.5% | +4.1% |
| 1Y | +17.1% | +75.3% | -58.2% | -0.4% |
| 3Y | +54.4% | +51.9% | +2.4% | +31.4% |
| 5Y | +36.5% | -30.7% | +67.2% | +37.7% |
| All | +181.2% | +18.1% | +163.1% | +114.3% |
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