+18.9%
SWKS vs DRI
+34.0%
-15.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.1% | -8.0% | -3.3% |
| 7D | -4.9% | +6.5% | -11.4% | -5.5% |
| 30D | -1.2% | +16.4% | -17.6% | -2.6% |
| 3M | +24.2% | +13.6% | +10.5% | +21.2% |
| 6M | +21.5% | +22.0% | -0.5% | +14.8% |
| YTD | +33.5% | +29.3% | +4.2% | +21.5% |
| 1Y | +18.9% | +32.0% | -13.1% | +6.5% |
| All | +18.9% | +34.0% | -15.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling