+405.8%
RIO vs SWK
+29.6%
+376.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +2.2% | +11.0% | -8.8% | -1.7% |
| 30D | -10.1% | +30.1% | -40.2% | -18.5% |
| 3M | -14.1% | +14.7% | -28.8% | -18.7% |
| 6M | -18.9% | +44.5% | -63.4% | -29.6% |
| YTD | +9.9% | +59.4% | -49.5% | -8.7% |
| 1Y | +27.0% | +77.5% | -50.5% | +1.3% |
| 3Y | +50.1% | +49.5% | +0.6% | +21.2% |
| 5Y | +95.3% | -24.9% | +120.2% | +101.1% |
| All | +405.8% | +29.6% | +376.2% | +257.2% |
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