+33.3%
DRAM vs SWK
+70.5%
-37.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.6% | -15.4% | -16.7% |
| 7D | -28.5% | +11.3% | -39.7% | -32.4% |
| 30D | -37.8% | +28.1% | -65.9% | -47.2% |
| 3M | -31.1% | +12.6% | -43.7% | -35.5% |
| 6M | -20.0% | +51.7% | -71.8% | -39.9% |
| All | +33.3% | +70.5% | -37.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling