+3,595.7%
DLR vs SWK
+288.0%
+3,307.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -3.4% | -5.7% | +2.4% | -1.2% |
| 3M | +0.5% | +24.1% | -23.6% | -8.4% |
| 6M | +4.6% | +24.7% | -20.2% | -5.6% |
| YTD | +23.4% | +33.9% | -10.5% | +7.6% |
| 1Y | +19.0% | +34.7% | -15.7% | +2.6% |
| 3Y | +56.5% | +15.3% | +41.3% | +35.7% |
| 5Y | +33.3% | -39.3% | +72.6% | +45.9% |
| 10Y | +165.1% | +2.5% | +162.7% | +92.0% |
| All | +3,595.7% | +288.0% | +3,307.7% | +885.8% |
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 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