+54.0%
SWK vs RL
+272.1%
-218.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.5% | +8.6% | +10.7% |
| 7D | +17.9% | +5.8% | +12.1% | +14.7% |
| 30D | +31.9% | +12.7% | +19.2% | +24.1% |
| 3M | +16.6% | +9.3% | +7.2% | +10.9% |
| 6M | +61.1% | +16.9% | +44.2% | +47.1% |
| YTD | +64.2% | +17.5% | +46.7% | +49.3% |
| 1Y | +85.2% | +34.6% | +50.6% | +56.5% |
| All | +54.0% | +272.1% | -218.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling