-11.0%
RMBS vs SWK
+74.4%
-85.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.3% | -1.4% | +11.7% | +11.2% |
| 30D | -10.7% | +25.5% | -36.2% | -23.3% |
| 3M | -17.2% | +11.8% | -29.0% | -23.0% |
| 6M | -39.0% | +48.7% | -87.7% | -53.5% |
| YTD | -10.5% | +57.2% | -67.7% | -33.0% |
| 1Y | -11.0% | +75.3% | -86.2% | -36.4% |
| All | -11.0% | +74.4% | -85.3% | -36.4% |
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