+1,030.0%
RMBS vs SWK
+450.6%
+579.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | -12.2% | -5.7% | -6.4% | -9.3% |
| 3M | -49.5% | +24.1% | -73.6% | -55.2% |
| 6M | -7.1% | +24.7% | -31.9% | -17.8% |
| YTD | -7.0% | +33.9% | -40.9% | -20.9% |
| 1Y | +13.3% | +34.7% | -21.3% | -4.0% |
| 3Y | +49.2% | +15.3% | +34.0% | +30.4% |
| 5Y | +250.0% | -39.3% | +289.2% | +308.0% |
| 10Y | +495.1% | +2.5% | +492.6% | +363.1% |
| All | +1,030.0% | +450.6% | +579.4% | +244.7% |
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