+380.4%
RCL vs SWKS
+33.1%
+347.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.8% |
| 7D | +6.5% | -6.2% | +12.7% | +9.5% |
| 30D | +15.9% | -1.5% | +17.4% | +16.3% |
| 3M | +2.7% | +23.0% | -20.3% | -9.9% |
| 6M | +15.2% | +27.6% | -12.4% | -3.5% |
| YTD | +19.2% | +32.3% | -13.1% | -4.5% |
| 1Y | +31.6% | +20.1% | +11.5% | +10.7% |
| 3Y | +274.2% | +0.6% | +273.5% | +214.9% |
| 5Y | +250.1% | -42.3% | +292.4% | +298.3% |
| All | +380.4% | +33.1% | +347.3% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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