-17.1%
SWKS vs DKS
+33.7%
-50.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | +12.5% | +3.0% | +9.5% | +11.4% |
| 30D | +10.5% | -30.5% | +41.0% | +22.3% |
| 3M | -7.4% | -35.7% | +28.3% | +5.3% |
| 6M | +32.7% | -29.7% | +62.4% | +45.0% |
| YTD | +19.2% | -28.9% | +48.0% | +29.4% |
| 1Y | +2.4% | -35.9% | +38.3% | +15.2% |
| All | -17.1% | +33.7% | -50.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling