+963.9%
SWKS vs DLR
+3,595.7%
-2,631.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 6M | +32.7% | +4.6% | +28.1% | +29.3% |
| YTD | +19.2% | +23.4% | -4.3% | +7.8% |
| 1Y | +2.4% | +19.0% | -16.6% | -6.2% |
| 3Y | -25.6% | +56.5% | -82.1% | -40.4% |
| 5Y | -53.4% | +33.3% | -86.8% | -61.0% |
| 10Y | +23.2% | +165.1% | -142.0% | -26.5% |
| All | +963.9% | +3,595.7% | -2,631.7% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling