+626.7%
RVMD vs SWK
-28.5%
+655.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.0% | -0.4% | +1.5% | +1.2% |
| 30D | +6.4% | -5.7% | +12.2% | +8.8% |
| 3M | +34.9% | +24.1% | +10.8% | +23.1% |
| 6M | +107.6% | +24.7% | +82.8% | +87.0% |
| YTD | +163.7% | +33.9% | +129.7% | +128.9% |
| 1Y | +439.2% | +34.7% | +404.5% | +364.2% |
| 3Y | +499.2% | +15.3% | +483.9% | +423.3% |
| 5Y | +621.7% | -39.3% | +661.0% | +699.6% |
| All | +626.7% | -28.5% | +655.2% | +566.6% |
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 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