+361.6%
SWK vs RCAT
-100.0%
+461.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -5.7% | -3.3% | -2.4% | -5.7% |
| 3M | +24.1% | -43.2% | +67.3% | +24.2% |
| 6M | +24.7% | -43.2% | +67.9% | +24.8% |
| YTD | +33.9% | +5.5% | +28.4% | +33.8% |
| 1Y | +34.7% | -1.6% | +36.3% | +34.5% |
| 3Y | +15.3% | +773.7% | -758.4% | +14.3% |
| 5Y | -39.3% | +187.6% | -226.9% | -39.7% |
| 10Y | +2.5% | -98.5% | +100.9% | -0.4% |
| All | +361.6% | -100.0% | +461.6% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling