-53.0%
SWKS vs DLR
+33.9%
-86.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | +1.6% | +10.9% | +11.7% |
| 30D | +10.5% | -3.4% | +13.8% | +12.1% |
| 3M | -7.4% | +0.5% | -7.9% | -8.1% |
| 6M | +32.7% | +4.6% | +28.1% | +29.1% |
| YTD | +19.2% | +23.4% | -4.3% | +7.1% |
| 1Y | +2.4% | +19.0% | -16.6% | -6.8% |
| 3Y | -25.6% | +56.5% | -82.1% | -41.8% |
| All | -53.0% | +33.9% | -86.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling