-25.3%
SWK vs RBA
+37.7%
-62.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | +11.0% | +4.3% | +6.8% | +9.5% |
| 30D | +30.1% | +16.3% | +13.7% | +23.2% |
| 3M | +14.7% | +1.3% | +13.3% | +13.8% |
| 6M | +44.5% | -11.1% | +55.6% | +49.3% |
| YTD | +59.4% | -8.5% | +67.8% | +62.2% |
| 1Y | +77.5% | -2.1% | +79.7% | +76.5% |
| 3Y | +49.5% | +44.6% | +4.9% | +31.3% |
| All | -25.3% | +37.7% | -62.9% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling