+2.4%
SWKS vs DLR
+19.9%
-17.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | +1.6% | +10.9% | +12.0% |
| 30D | +10.5% | -3.4% | +13.8% | +11.6% |
| 3M | -7.4% | +0.5% | -7.9% | -7.7% |
| 6M | +32.7% | +4.6% | +28.1% | +30.9% |
| YTD | +19.2% | +23.4% | -4.3% | +12.1% |
| 1Y | +2.4% | +19.0% | -16.6% | -1.3% |
| All | +2.4% | +19.9% | -17.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling