+128.7%
SWKS vs JD
+48.3%
+80.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | +12.5% | -1.7% | +14.2% | +13.0% |
| 30D | +10.5% | -13.2% | +23.6% | +14.8% |
| 3M | -7.4% | -3.2% | -4.2% | -6.9% |
| 6M | +32.7% | +15.2% | +17.4% | +25.8% |
| YTD | +19.2% | +2.0% | +17.2% | +17.1% |
| 1Y | +2.4% | -5.4% | +7.8% | +2.6% |
| 3Y | -25.6% | -9.1% | -16.5% | -29.2% |
| 5Y | -53.4% | -59.6% | +6.2% | -48.0% |
| 10Y | +23.2% | +26.2% | -3.1% | -12.0% |
| All | +128.7% | +48.3% | +80.4% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling