+0.6%
SWKS vs DLR
+44.1%
-43.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -6.2% | -3.6% | -2.6% | -4.7% |
| 30D | -1.5% | -3.5% | +2.0% | -0.2% |
| 3M | +23.0% | -8.9% | +31.9% | +27.8% |
| 6M | +27.6% | -11.6% | +39.2% | +33.8% |
| YTD | +32.3% | +14.9% | +17.4% | +22.4% |
| 1Y | +20.1% | +6.4% | +13.7% | +15.2% |
| 3Y | +0.6% | +47.3% | -46.6% | -21.6% |
| All | +0.6% | +44.1% | -43.5% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling