+2,707.2%
DUK vs SWKS
+9,235.4%
-6,528.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +0.3% | -6.2% | +6.5% | +0.5% |
| 30D | +10.6% | -1.5% | +12.1% | +10.7% |
| 3M | +4.0% | +23.0% | -18.9% | +3.2% |
| 6M | +3.6% | +27.6% | -24.0% | +2.4% |
| YTD | +11.9% | +32.3% | -20.4% | +10.3% |
| 1Y | +6.7% | +20.1% | -13.5% | +5.5% |
| 3Y | +59.4% | +0.6% | +58.8% | +57.5% |
| 5Y | +52.4% | -42.3% | +94.7% | +52.8% |
| 10Y | +148.2% | +35.9% | +112.2% | +139.7% |
| All | +2,707.2% | +9,235.4% | -6,528.2% | +2,223.1% |
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