+125.1%
DUK vs SWKS
+30.1%
+95.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | +0.7% | +11.8% | -11.1% | -0.3% |
| 30D | -2.0% | +6.7% | -8.8% | -2.6% |
| 3M | +0.2% | 0.0% | +0.2% | 0.0% |
| 6M | -6.9% | +38.7% | -45.6% | -10.4% |
| YTD | +6.1% | +21.4% | -15.2% | +3.3% |
| 1Y | +4.4% | +2.9% | +1.5% | +3.1% |
| 3Y | +49.1% | -16.4% | +65.5% | +47.5% |
| 5Y | +39.6% | -51.2% | +90.7% | +46.4% |
| 10Y | +125.1% | +31.0% | +94.1% | +84.4% |
| All | +125.1% | +30.1% | +95.0% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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