-40.6%
SWKS vs DLR
+36.9%
-77.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -3.1% | +0.3% | -3.5% | -3.4% |
| 30D | +8.3% | +1.2% | +7.1% | +7.5% |
| 3M | +20.2% | -4.8% | +25.0% | +22.6% |
| 6M | +24.9% | -6.1% | +31.1% | +27.6% |
| YTD | +33.2% | +19.3% | +13.8% | +21.1% |
| 1Y | +23.6% | +10.0% | +13.6% | +16.7% |
| 3Y | +1.3% | +53.8% | -52.5% | -20.4% |
| 5Y | -40.6% | +39.1% | -79.7% | -55.5% |
| All | -40.6% | +36.9% | -77.5% | -55.5% |
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