-5.7%
DT vs SWK
+87.6%
-93.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.1% | -13.6% | -0.2% |
| 7D | -25.5% | +17.9% | -43.4% | -25.1% |
| 30D | -22.3% | +31.9% | -54.3% | -21.6% |
| 3M | +2.3% | +16.6% | -14.2% | +2.9% |
| 6M | +20.7% | +61.1% | -40.4% | +24.7% |
| YTD | +7.9% | +64.2% | -56.3% | +11.9% |
| 1Y | -5.7% | +85.2% | -91.0% | -3.5% |
| All | -5.7% | +87.6% | -93.4% | -3.5% |
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