+96.1%
DT vs SWK
+0.4%
+95.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.1% | -13.6% | -4.8% |
| 7D | -25.5% | +17.9% | -43.4% | -29.7% |
| 30D | -22.3% | +31.9% | -54.3% | -29.4% |
| 3M | +2.3% | +16.6% | -14.2% | -3.3% |
| 6M | +20.7% | +61.1% | -40.4% | +1.5% |
| YTD | +7.9% | +64.2% | -56.3% | -11.4% |
| 1Y | -5.7% | +85.2% | -91.0% | -26.3% |
| 3Y | -1.8% | +50.2% | -52.0% | -21.6% |
| 5Y | -39.7% | -22.8% | -16.9% | -38.4% |
| All | +96.1% | +0.4% | +95.7% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling