+319.5%
SWK vs RBA
+3,565.6%
-3,246.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -5.7% | -12.3% | +6.6% | -1.8% |
| 3M | +24.1% | -20.5% | +44.6% | +32.8% |
| 6M | +24.7% | -18.5% | +43.3% | +32.3% |
| YTD | +33.9% | -18.2% | +52.2% | +41.4% |
| 1Y | +34.7% | -27.5% | +62.2% | +47.7% |
| 3Y | +15.3% | +38.1% | -22.8% | +2.3% |
| 5Y | -39.3% | +44.8% | -84.1% | -48.3% |
| 10Y | +2.5% | +187.1% | -184.6% | -31.0% |
| All | +319.5% | +3,565.6% | -3,246.1% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling