+31.4%
SWKS vs DLR
+9.7%
+21.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.8% | +5.9% |
| 7D | +5.7% | -2.0% | +7.7% | +6.4% |
| 30D | +17.3% | +0.5% | +16.8% | +16.9% |
| 3M | +28.3% | -4.4% | +32.7% | +30.1% |
| 6M | +26.1% | -6.4% | +32.5% | +28.3% |
| YTD | +41.1% | +19.5% | +21.6% | +33.5% |
| 1Y | +31.4% | +10.5% | +20.9% | +28.0% |
| All | +31.4% | +9.7% | +21.7% | +28.0% |
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