+1,730.6%
SWKS vs DVA
+5,194.7%
-3,464.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | +12.5% | +1.8% | +10.7% | +12.2% |
| 30D | +10.5% | -2.5% | +13.0% | +10.9% |
| 3M | -7.4% | -4.3% | -3.1% | -7.2% |
| 6M | +32.7% | +18.9% | +13.8% | +27.4% |
| YTD | +19.2% | +61.9% | -42.8% | +8.4% |
| 1Y | +2.4% | +35.7% | -33.3% | -4.3% |
| 3Y | -25.6% | +78.6% | -104.3% | -34.0% |
| 5Y | -53.4% | +39.2% | -92.6% | -57.9% |
| 10Y | +23.2% | +184.0% | -160.9% | -1.4% |
| All | +1,730.6% | +5,194.7% | -3,464.0% | +1,129.5% |
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