+153.2%
RBRK vs SWK
+20.2%
+133.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +10.4% | -5.7% | +16.2% | +11.9% |
| 3M | +21.6% | +24.1% | -2.4% | +16.1% |
| 6M | +70.7% | +24.7% | +46.0% | +61.9% |
| YTD | +22.5% | +33.9% | -11.5% | +13.7% |
| 1Y | +8.2% | +34.7% | -26.5% | +0.1% |
| All | +153.2% | +20.2% | +133.0% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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