+34.7%
SWK vs RBA
-26.5%
+61.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.7% |
| 30D | -5.7% | -12.3% | +6.6% | -1.1% |
| 3M | +24.1% | -20.5% | +44.6% | +33.8% |
| 6M | +24.7% | -18.5% | +43.3% | +32.6% |
| YTD | +33.9% | -18.2% | +52.2% | +39.0% |
| 1Y | +34.7% | -27.5% | +62.2% | +45.5% |
| All | +34.7% | -26.5% | +61.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling