-27.0%
RMBS vs SWK
+77.0%
-104.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | -8.4% | +11.3% | -19.7% | -14.0% |
| 30D | -24.9% | +31.5% | -56.3% | -37.4% |
| 3M | -15.8% | +14.4% | -30.2% | -22.7% |
| 6M | -37.5% | +46.4% | -83.9% | -52.0% |
| YTD | -12.1% | +61.6% | -73.7% | -36.4% |
| 1Y | -27.0% | +78.7% | -105.7% | -49.3% |
| All | -27.0% | +77.0% | -104.0% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling