+32.1%
SWKS vs DKS
+224.7%
-192.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -6.2% | -2.1% | -4.1% | -5.8% |
| 30D | -1.5% | +7.3% | -8.8% | -3.8% |
| 3M | +23.0% | -28.4% | +51.4% | +31.7% |
| 6M | +27.6% | -36.9% | +64.5% | +41.6% |
| YTD | +32.3% | -27.3% | +59.6% | +40.2% |
| 1Y | +20.1% | -33.2% | +53.4% | +30.3% |
| 3Y | +0.6% | +32.2% | -31.5% | -11.5% |
| 5Y | -42.3% | +22.3% | -64.6% | -50.5% |
| All | +32.1% | +224.7% | -192.6% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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