+144.2%
RTX vs SWK
+46.0%
+98.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -5.1% | +11.0% | -16.2% | -6.3% |
| 30D | +5.1% | +30.1% | -24.9% | +1.9% |
| 3M | -14.8% | +14.7% | -29.5% | -16.3% |
| 6M | +8.0% | +44.5% | -36.5% | +2.9% |
| YTD | +4.5% | +59.4% | -54.9% | -2.0% |
| 1Y | +9.8% | +77.5% | -67.7% | +1.7% |
| 3Y | +144.2% | +49.5% | +94.7% | +125.4% |
| All | +144.2% | +46.0% | +98.2% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling