-25.2%
SWKS vs DLR
+56.7%
-81.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | +1.6% | +10.9% | +11.8% |
| 30D | +10.5% | -3.4% | +13.8% | +12.0% |
| 3M | -7.4% | +0.5% | -7.9% | -8.0% |
| 6M | +32.7% | +4.6% | +28.1% | +29.4% |
| YTD | +19.2% | +23.4% | -4.3% | +7.5% |
| 1Y | +2.4% | +19.0% | -16.6% | -6.5% |
| All | -25.2% | +56.7% | -81.9% | -41.8% |
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 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