+55.1%
SWK vs RNG
+177.9%
-122.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | -2.3% | -3.5% | +1.2% | -1.6% |
| 30D | +30.4% | -3.8% | +34.2% | +31.0% |
| 3M | +12.1% | +18.6% | -6.4% | +7.6% |
| 6M | +49.1% | +69.2% | -20.1% | +31.2% |
| YTD | +60.4% | +161.9% | -101.4% | +22.0% |
| 1Y | +78.3% | +176.2% | -97.9% | +33.4% |
| All | +55.1% | +177.9% | -122.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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