+156.2%
SWKS vs JD
+45.5%
+110.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -6.0% | -3.8% |
| 7D | -4.9% | +9.0% | -13.9% | -7.3% |
| 30D | -1.2% | +5.2% | -6.4% | -2.7% |
| 3M | +24.2% | -15.9% | +40.0% | +29.8% |
| 6M | +21.5% | -7.7% | +29.2% | +22.9% |
| YTD | +33.5% | +0.1% | +33.4% | +31.5% |
| 1Y | +18.9% | -9.7% | +28.7% | +20.7% |
| 3Y | +0.4% | +12.9% | -12.5% | -10.7% |
| 5Y | -44.3% | -60.6% | +16.3% | -37.3% |
| 10Y | +37.1% | +28.4% | +8.7% | -2.5% |
| All | +156.2% | +45.5% | +110.7% | +79.4% |
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