+442.1%
RVMD vs SWK
-30.7%
+472.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -10.4% | -1.4% | -9.0% | -9.9% |
| 30D | -11.0% | +25.5% | -36.4% | -18.0% |
| 3M | -14.7% | +11.8% | -26.5% | -18.4% |
| 6M | +14.9% | +48.7% | -33.8% | -1.4% |
| YTD | +116.3% | +57.2% | +59.1% | +78.7% |
| 1Y | +167.6% | +75.3% | +92.3% | +110.9% |
| 3Y | +776.8% | +51.9% | +724.9% | +586.8% |
| All | +442.1% | -30.7% | +472.8% | +378.6% |
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