+487.5%
RVMD vs SWK
-25.5%
+512.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +0.5% | +11.0% | -10.5% | -3.3% |
| 30D | -4.3% | +30.1% | -34.3% | -13.1% |
| 3M | -2.8% | +14.7% | -17.5% | -7.9% |
| 6M | +27.3% | +44.5% | -17.2% | +10.2% |
| YTD | +141.4% | +59.4% | +82.0% | +98.2% |
| 1Y | +213.3% | +77.5% | +135.7% | +145.5% |
| 3Y | +792.7% | +49.5% | +743.2% | +605.5% |
| All | +487.5% | -25.5% | +512.9% | +419.4% |
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 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