+2,341.7%
SWKS vs DRI
+8,061.0%
-5,719.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.8% |
| 7D | -9.2% | +3.7% | -12.9% | -10.4% |
| 30D | -1.9% | +13.5% | -15.4% | -6.0% |
| 3M | +21.2% | +10.4% | +10.8% | +16.4% |
| 6M | +12.9% | +19.5% | -6.6% | +5.1% |
| YTD | +30.7% | +28.2% | +2.5% | +18.6% |
| 1Y | +14.1% | +31.0% | -16.9% | +2.7% |
| 3Y | -1.7% | +67.1% | -68.8% | -19.1% |
| 5Y | -43.0% | +74.7% | -117.7% | -53.8% |
| 10Y | +34.3% | +376.2% | -341.8% | -27.5% |
| All | +2,341.7% | +8,061.0% | -5,719.3% | +676.7% |
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