+55.5%
DUK vs SWK
-30.7%
+86.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.9% | -1.4% | +3.3% | +2.0% |
| 30D | +8.9% | +25.5% | -16.6% | +7.1% |
| 3M | +5.6% | +11.8% | -6.2% | +4.6% |
| 6M | +7.0% | +48.7% | -41.7% | +3.8% |
| YTD | +14.0% | +57.2% | -43.1% | +10.0% |
| 1Y | +9.1% | +75.3% | -66.2% | +4.3% |
| 3Y | +67.6% | +51.9% | +15.6% | +60.3% |
| All | +55.5% | -30.7% | +86.1% | +59.9% |
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 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