+98.9%
RIO vs SWK
-23.3%
+122.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.3% | +2.5% |
| 7D | +4.4% | +10.7% | -6.2% | +1.7% |
| 30D | -8.9% | +33.3% | -42.2% | -15.4% |
| 3M | -12.7% | +14.7% | -27.3% | -15.9% |
| 6M | -16.2% | +48.5% | -64.7% | -24.6% |
| YTD | +13.4% | +63.9% | -50.5% | -1.1% |
| 1Y | +30.9% | +80.4% | -49.5% | +11.5% |
| 3Y | +60.2% | +58.1% | +2.1% | +36.5% |
| 5Y | +98.9% | -24.5% | +123.4% | +85.1% |
| All | +98.9% | -23.3% | +122.2% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling