+2,067.5%
SWKS vs DVA
+5,180.6%
-3,113.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +5.6% |
| 7D | +5.7% | -4.8% | +10.4% | +6.5% |
| 30D | +17.3% | +0.9% | +16.4% | +17.0% |
| 3M | +28.3% | +2.9% | +25.4% | +27.2% |
| 6M | +26.1% | -7.8% | +33.8% | +26.5% |
| YTD | +41.1% | +61.5% | -20.4% | +27.9% |
| 1Y | +31.4% | +50.1% | -18.7% | +20.5% |
| 3Y | +7.3% | +121.1% | -113.8% | -7.8% |
| 5Y | -37.7% | +72.9% | -110.6% | -45.7% |
| 10Y | +46.0% | +208.2% | -162.2% | +15.4% |
| All | +2,067.5% | +5,180.6% | -3,113.1% | +1,351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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