+328.2%
DOV vs SWK
+17.8%
+310.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.3% |
| 7D | +3.4% | -2.0% | +5.4% | +4.4% |
| 30D | +8.8% | +24.6% | -15.8% | -2.8% |
| 3M | +0.9% | +10.8% | -9.9% | -4.7% |
| 6M | -2.8% | +46.1% | -48.9% | -20.3% |
| YTD | +8.1% | +56.8% | -48.8% | -15.2% |
| 1Y | +15.2% | +72.7% | -57.5% | -13.9% |
| 3Y | +64.5% | +49.9% | +14.7% | +24.3% |
| 5Y | +28.9% | -30.9% | +59.8% | +41.9% |
| All | +328.2% | +17.8% | +310.3% | +215.1% |
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