+148.5%
DUK vs SWKS
+37.5%
+111.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +9.8% | +8.5% | +1.3% | +9.0% |
| 3M | +3.5% | +17.3% | -13.8% | +1.7% |
| 6M | +5.0% | +25.1% | -20.1% | +2.0% |
| YTD | +12.2% | +33.3% | -21.2% | +8.0% |
| 1Y | +7.2% | +22.9% | -15.7% | +4.0% |
| 3Y | +63.0% | +5.5% | +57.5% | +56.4% |
| 5Y | +52.3% | -41.9% | +94.2% | +56.0% |
| 10Y | +148.5% | +32.4% | +116.1% | +107.8% |
| All | +148.5% | +37.5% | +111.0% | +107.8% |
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