+28.7%
SWK vs RCAT
-99.8%
+128.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -0.5% |
| 7D | +11.0% | -12.7% | +23.8% | +11.1% |
| 30D | +30.1% | -34.3% | +64.4% | +30.4% |
| 3M | +14.7% | -53.4% | +68.1% | +15.2% |
| 6M | +44.5% | -62.0% | +106.5% | +45.3% |
| YTD | +59.4% | -49.1% | +108.4% | +59.7% |
| 1Y | +77.5% | -53.1% | +130.7% | +77.9% |
| 3Y | +49.5% | +318.7% | -269.2% | +47.3% |
| 5Y | -24.9% | +48.5% | -73.4% | -25.9% |
| All | +28.7% | -99.8% | +128.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling