-24.6%
SWK vs RBA
+48.6%
-73.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +11.3% | +7.3% | +3.9% | +8.6% |
| 30D | +28.1% | +16.9% | +11.2% | +21.2% |
| 3M | +12.6% | -0.5% | +13.1% | +12.5% |
| 6M | +51.7% | -10.4% | +62.1% | +56.4% |
| YTD | +60.0% | -7.2% | +67.2% | +62.0% |
| 1Y | +72.7% | -2.2% | +74.9% | +71.8% |
| 3Y | +46.3% | +43.7% | +2.6% | +29.0% |
| 5Y | -24.6% | +38.7% | -63.3% | -29.2% |
| All | -24.6% | +48.6% | -73.2% | -29.2% |
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