+543.3%
RIOT vs SWK
+3.3%
+540.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.5% |
| 7D | +14.8% | -0.4% | +15.2% | +15.2% |
| 30D | +1.4% | -5.7% | +7.1% | +5.5% |
| 3M | -20.6% | +24.1% | -44.7% | -32.4% |
| 6M | +31.9% | +24.7% | +7.2% | +12.6% |
| YTD | +72.1% | +33.9% | +38.1% | +38.5% |
| 1Y | +65.7% | +34.7% | +31.0% | +31.2% |
| 3Y | +97.5% | +15.3% | +82.2% | +65.8% |
| 5Y | -36.7% | -39.3% | +2.6% | -17.9% |
| All | +543.3% | +3.3% | +540.0% | +444.8% |
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