+683.0%
SWKS vs DG
+606.1%
+76.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +12.5% | +8.4% | +4.1% | +10.4% |
| 30D | +10.5% | +4.9% | +5.6% | +9.2% |
| 3M | -7.4% | +29.3% | -36.7% | -13.0% |
| 6M | +32.7% | -11.3% | +43.9% | +35.5% |
| YTD | +19.2% | +1.8% | +17.4% | +17.6% |
| 1Y | +2.4% | +25.3% | -23.0% | -4.5% |
| 3Y | -25.6% | +9.1% | -34.7% | -31.5% |
| 5Y | -53.4% | -34.9% | -18.5% | -50.7% |
| 10Y | +23.2% | +108.2% | -85.0% | -6.6% |
| All | +683.0% | +606.1% | +76.9% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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