+596.9%
RIO vs SWK
+2.4%
+594.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +4.0% | -5.7% | +9.7% | +6.1% |
| 3M | +0.1% | +24.1% | -23.9% | -7.8% |
| 6M | +12.7% | +24.7% | -12.0% | +3.2% |
| YTD | +35.6% | +33.9% | +1.6% | +20.3% |
| 1Y | +73.7% | +34.7% | +39.0% | +52.9% |
| 3Y | +93.3% | +15.3% | +78.0% | +72.2% |
| 5Y | +92.4% | -39.3% | +131.7% | +115.3% |
| All | +596.9% | +2.4% | +594.5% | +438.0% |
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