+34.7%
SWK vs RRX
+14.9%
+19.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.4% | +3.4% | -3.9% | -1.9% |
| 30D | -5.7% | -11.1% | +5.4% | -0.9% |
| 3M | +24.1% | -23.7% | +47.8% | +36.4% |
| 6M | +24.7% | -22.0% | +46.7% | +33.4% |
| YTD | +33.9% | +16.5% | +17.5% | +14.4% |
| 1Y | +34.7% | +11.5% | +23.2% | +17.1% |
| All | +34.7% | +14.9% | +19.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling