+253.1%
RMBS vs SWK
-38.7%
+291.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -12.2% | -5.7% | -6.4% | -9.8% |
| 3M | -49.5% | +24.1% | -73.6% | -54.2% |
| 6M | -7.1% | +24.7% | -31.9% | -16.0% |
| YTD | -7.0% | +33.9% | -40.9% | -18.2% |
| 1Y | +13.3% | +34.7% | -21.3% | -0.5% |
| 3Y | +49.2% | +15.3% | +34.0% | +30.8% |
| All | +253.1% | -38.7% | +291.9% | +271.8% |
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 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