+28.7%
SWK vs RRX
+213.4%
-184.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -3.6% |
| 7D | +11.0% | +7.5% | +3.5% | +4.7% |
| 30D | +30.1% | +3.0% | +27.1% | +25.0% |
| 3M | +14.7% | -5.3% | +20.0% | +15.6% |
| 6M | +44.5% | -26.6% | +71.1% | +64.6% |
| YTD | +59.4% | +21.2% | +38.2% | +27.8% |
| 1Y | +77.5% | +25.9% | +51.6% | +38.3% |
| 3Y | +49.5% | +71.7% | -22.2% | -12.4% |
| 5Y | -24.9% | +7.8% | -32.6% | -41.3% |
| All | +28.7% | +213.4% | -184.6% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling