+2,125.5%
SWKS vs DRI
+7,577.6%
-5,452.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.7% |
| 7D | +12.5% | +0.6% | +11.9% | +12.3% |
| 30D | +10.5% | +3.8% | +6.6% | +9.0% |
| 3M | -7.4% | +13.0% | -20.4% | -11.5% |
| 6M | +32.7% | +8.3% | +24.4% | +28.5% |
| YTD | +19.2% | +20.6% | -1.5% | +11.0% |
| 1Y | +2.4% | +6.5% | -4.1% | -1.0% |
| 3Y | -25.6% | +53.7% | -79.3% | -36.8% |
| 5Y | -53.4% | +72.7% | -126.1% | -62.0% |
| 10Y | +23.2% | +363.2% | -340.0% | -32.4% |
| All | +2,125.5% | +7,577.6% | -5,452.2% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling