-43.6%
SWKS vs DLR
+32.6%
-76.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | +23.0% | -8.9% | +31.9% | +28.0% |
| 6M | +27.6% | -11.6% | +39.2% | +33.9% |
| YTD | +32.3% | +14.9% | +17.4% | +22.4% |
| 1Y | +20.1% | +6.4% | +13.7% | +15.1% |
| 3Y | +0.6% | +47.3% | -46.6% | -19.3% |
| All | -43.6% | +32.6% | -76.2% | -57.0% |
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