+821.4%
RMBS vs SWK
+557.6%
+263.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.4% | -14.5% |
| 7D | -23.4% | +11.3% | -34.7% | -28.5% |
| 30D | -38.9% | +28.1% | -67.0% | -47.4% |
| 3M | -28.4% | +12.6% | -41.0% | -33.8% |
| 6M | -40.9% | +51.7% | -92.7% | -53.6% |
| YTD | -24.2% | +60.0% | -84.1% | -42.3% |
| 1Y | -35.8% | +72.7% | -108.5% | -53.3% |
| 3Y | +20.0% | +46.3% | -26.3% | -9.2% |
| 5Y | +190.3% | -24.6% | +215.0% | +197.2% |
| 10Y | +484.1% | +32.2% | +451.8% | +288.8% |
| All | +821.4% | +557.6% | +263.8% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling