+32.1%
SWKS vs DRI
+367.2%
-335.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -6.2% | +2.8% | -9.0% | -7.3% |
| 30D | -1.5% | +13.3% | -14.7% | -6.2% |
| 3M | +23.0% | +8.2% | +14.8% | +18.2% |
| 6M | +27.6% | +17.5% | +10.1% | +18.1% |
| YTD | +32.3% | +26.9% | +5.4% | +18.4% |
| 1Y | +20.1% | +31.6% | -11.4% | +5.8% |
| 3Y | +0.6% | +67.0% | -66.3% | -20.2% |
| 5Y | -42.3% | +72.9% | -115.2% | -55.2% |
| All | +32.1% | +367.2% | -335.0% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling