-25.2%
SWKS vs DBX
+26.1%
-51.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +4.2% |
| 7D | +12.5% | -2.4% | +14.9% | +13.2% |
| 30D | +10.5% | -0.5% | +11.0% | +10.4% |
| 3M | -7.4% | +28.1% | -35.4% | -14.0% |
| 6M | +32.7% | +33.1% | -0.4% | +20.2% |
| YTD | +19.2% | +25.3% | -6.1% | +10.1% |
| 1Y | +2.4% | +18.3% | -16.0% | -3.7% |
| All | -25.2% | +26.1% | -51.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling