+330.2%
RCL vs SWK
+17.8%
+312.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.5% |
| 7D | -0.2% | -2.0% | +1.7% | +1.1% |
| 30D | +14.4% | +24.6% | -10.2% | -1.3% |
| 3M | +5.2% | +10.8% | -5.6% | -2.4% |
| 6M | +26.1% | +46.1% | -19.9% | -3.0% |
| YTD | +17.4% | +56.8% | -39.5% | -14.8% |
| 1Y | +24.7% | +72.7% | -48.1% | -15.3% |
| 3Y | +250.9% | +49.9% | +201.1% | +137.5% |
| 5Y | +293.8% | -30.9% | +324.7% | +362.5% |
| All | +330.2% | +17.8% | +312.4% | +229.1% |
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