+50.8%
SWKS vs DLR
+188.2%
-137.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +9.4% | +3.3% | +6.1% | +7.9% |
| 30D | +17.0% | +4.6% | +12.4% | +14.6% |
| 3M | +28.9% | -8.3% | +37.2% | +33.5% |
| 6M | +33.1% | -5.6% | +38.8% | +35.5% |
| YTD | +44.8% | +18.7% | +26.1% | +32.9% |
| 1Y | +36.2% | +17.1% | +19.1% | +25.7% |
| 3Y | +11.5% | +54.4% | -42.9% | -10.4% |
| 5Y | -37.1% | +36.5% | -73.5% | -48.3% |
| All | +50.8% | +188.2% | -137.4% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling