+2,714.2%
DUK vs SWKS
+9,308.1%
-6,593.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | +9.8% | +8.5% | +1.3% | +9.5% |
| 3M | +3.5% | +17.3% | -13.8% | +2.8% |
| 6M | +5.0% | +25.1% | -20.1% | +3.8% |
| YTD | +12.2% | +33.3% | -21.2% | +10.6% |
| 1Y | +7.2% | +22.9% | -15.7% | +6.0% |
| 3Y | +63.0% | +5.5% | +57.5% | +60.8% |
| 5Y | +52.3% | -41.9% | +94.2% | +52.7% |
| 10Y | +148.5% | +32.4% | +116.1% | +140.3% |
| All | +2,714.2% | +9,308.1% | -6,593.8% | +2,228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling