+373.9%
RCL vs SWK
+30.0%
+343.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.4% |
| 7D | +3.9% | +11.3% | -7.3% | -3.3% |
| 30D | +11.8% | +28.1% | -16.3% | -5.3% |
| 3M | -0.8% | +12.6% | -13.4% | -9.0% |
| 6M | +23.6% | +51.7% | -28.1% | -7.1% |
| YTD | +17.6% | +60.0% | -42.3% | -15.7% |
| 1Y | +28.3% | +72.7% | -44.4% | -12.8% |
| 3Y | +261.4% | +46.3% | +215.1% | +149.7% |
| 5Y | +245.3% | -24.6% | +270.0% | +277.3% |
| All | +373.9% | +30.0% | +343.9% | +264.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling