+33.8%
SWKS vs DT
-4.5%
+38.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.6% |
| 7D | +10.9% | +2.7% | +8.1% | +10.7% |
| 30D | +17.6% | -30.4% | +47.9% | +19.4% |
| 3M | +29.2% | -9.4% | +38.6% | +28.8% |
| 6M | +37.0% | +14.5% | +22.4% | +33.6% |
| YTD | +44.9% | +3.6% | +41.3% | +41.0% |
| 1Y | +33.8% | -3.4% | +37.3% | +34.7% |
| All | +33.8% | -4.5% | +38.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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