+142.3%
DUK vs SWK
+29.6%
+112.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | +11.0% | -10.7% | -1.5% |
| 30D | +10.6% | +30.1% | -19.4% | +5.9% |
| 3M | +4.0% | +14.7% | -10.6% | +1.6% |
| 6M | +3.6% | +44.5% | -40.9% | -3.0% |
| YTD | +11.9% | +59.4% | -47.5% | +2.5% |
| 1Y | +6.7% | +77.5% | -70.9% | -4.2% |
| 3Y | +59.4% | +49.5% | +10.0% | +43.4% |
| 5Y | +52.4% | -24.9% | +77.3% | +56.7% |
| All | +142.3% | +29.6% | +112.7% | +113.9% |
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