+347.6%
RIO vs SWK
+17.8%
+329.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.9% |
| 30D | -10.5% | +24.6% | -35.1% | -17.6% |
| 3M | -15.9% | +10.8% | -26.7% | -19.3% |
| 6M | -22.3% | +46.1% | -68.3% | -32.7% |
| YTD | +9.3% | +56.8% | -47.5% | -8.6% |
| 1Y | +23.0% | +72.7% | -49.7% | -0.9% |
| 3Y | +52.1% | +49.9% | +2.2% | +22.6% |
| 5Y | +88.9% | -30.9% | +119.8% | +102.1% |
| All | +347.6% | +17.8% | +329.8% | +220.3% |
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