-37.0%
SWKS vs DKS
+25.2%
-62.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.6% |
| 7D | +10.9% | +3.3% | +7.6% | +9.6% |
| 30D | +17.6% | +5.9% | +11.7% | +14.7% |
| 3M | +29.2% | -27.4% | +56.6% | +40.2% |
| 6M | +37.0% | -32.6% | +69.6% | +52.4% |
| YTD | +44.9% | -24.8% | +69.8% | +53.5% |
| 1Y | +33.8% | -32.8% | +66.7% | +47.8% |
| 3Y | +10.2% | +39.1% | -28.8% | -11.1% |
| 5Y | -37.0% | +25.0% | -62.0% | -54.6% |
| All | -37.0% | +25.2% | -62.2% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling