-36.5%
SWKS vs DLR
+35.0%
-71.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.8% |
| 7D | +9.4% | +3.3% | +6.1% | +7.8% |
| 30D | +17.0% | +4.6% | +12.4% | +14.5% |
| 3M | +28.9% | -8.3% | +37.2% | +33.7% |
| 6M | +33.1% | -5.6% | +38.8% | +35.6% |
| YTD | +44.8% | +18.7% | +26.1% | +32.0% |
| 1Y | +36.2% | +17.1% | +19.1% | +24.9% |
| 3Y | +11.5% | +54.4% | -42.9% | -12.6% |
| All | -36.5% | +35.0% | -71.6% | -51.4% |
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