+68.7%
DRI vs SWK
+46.5%
+22.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.2% |
| 7D | +3.7% | +11.3% | -7.5% | +1.0% |
| 30D | +13.5% | +28.1% | -14.6% | +6.9% |
| 3M | +10.4% | +12.6% | -2.2% | +7.0% |
| 6M | +19.5% | +51.7% | -32.2% | +7.7% |
| YTD | +28.2% | +60.0% | -31.8% | +13.7% |
| 1Y | +31.0% | +72.7% | -41.7% | +14.0% |
| All | +68.7% | +46.5% | +22.2% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling