+94.7%
RIO vs SWK
+15.2%
+79.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +4.0% | -5.7% | +9.7% | +5.6% |
| 3M | +0.1% | +24.1% | -23.9% | -5.7% |
| 6M | +12.7% | +24.7% | -12.0% | +5.6% |
| YTD | +35.6% | +33.9% | +1.6% | +24.2% |
| 1Y | +73.7% | +34.7% | +39.0% | +58.2% |
| All | +94.7% | +15.2% | +79.5% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling