+73.3%
DRI vs SWK
-38.7%
+112.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +3.8% | -5.7% | +9.6% | +5.4% |
| 3M | +13.0% | +24.1% | -11.1% | +6.4% |
| 6M | +8.3% | +24.7% | -16.4% | +1.4% |
| YTD | +20.6% | +33.9% | -13.3% | +10.6% |
| 1Y | +6.5% | +34.7% | -28.2% | -2.9% |
| 3Y | +53.7% | +15.3% | +38.4% | +41.6% |
| All | +73.3% | -38.7% | +112.0% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling