+345.5%
DRI vs SWK
+32.9%
+312.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.2% |
| 7D | +3.1% | +10.7% | -7.6% | -1.8% |
| 30D | +16.2% | +33.3% | -17.1% | +1.4% |
| 3M | +8.4% | +14.7% | -6.3% | +1.2% |
| 6M | +19.0% | +48.5% | -29.5% | -2.3% |
| YTD | +28.8% | +63.9% | -35.1% | -0.5% |
| 1Y | +33.1% | +80.4% | -47.3% | -2.1% |
| 3Y | +70.8% | +58.1% | +12.6% | +23.3% |
| 5Y | +74.2% | -24.5% | +98.7% | +87.4% |
| 10Y | +345.5% | +29.5% | +316.0% | +218.8% |
| All | +345.5% | +32.9% | +312.6% | +218.8% |
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