+50.0%
SWK vs RRC
+40.4%
+9.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.2% |
| 7D | +11.3% | -6.9% | +18.1% | +12.0% |
| 30D | +28.1% | +25.4% | +2.7% | +23.9% |
| 3M | +12.6% | +31.9% | -19.3% | +8.0% |
| 6M | +51.7% | +17.2% | +34.5% | +47.9% |
| YTD | +60.0% | +43.4% | +16.6% | +48.2% |
| 1Y | +72.7% | +36.7% | +35.9% | +61.3% |
| All | +50.0% | +40.4% | +9.6% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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