-25.2%
SWKS vs JD
-8.1%
-17.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | +12.5% | -1.7% | +14.2% | +12.9% |
| 30D | +10.5% | -13.2% | +23.6% | +13.4% |
| 3M | -7.4% | -3.2% | -4.2% | -7.0% |
| 6M | +32.7% | +15.2% | +17.4% | +27.6% |
| YTD | +19.2% | +2.0% | +17.2% | +17.7% |
| 1Y | +2.4% | -5.4% | +7.8% | +2.7% |
| All | -25.2% | -8.1% | -17.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 3y: compounded portfolio wealth divided by compounded JD 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…
3y analysis · Full analysis span regression · 6 months rolling