+29.5%
SWK vs RRX
+238.3%
-208.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.9% | -4.1% | -1.3% |
| 7D | +10.7% | +12.3% | -1.7% | +1.6% |
| 30D | +33.3% | +9.5% | +23.8% | +23.5% |
| 3M | +14.7% | +1.8% | +12.9% | +10.6% |
| 6M | +48.5% | -15.3% | +63.9% | +55.5% |
| YTD | +63.9% | +29.6% | +34.3% | +26.1% |
| 1Y | +80.4% | +34.1% | +46.3% | +35.3% |
| 3Y | +58.1% | +74.0% | -15.9% | -7.5% |
| 5Y | -24.5% | +14.7% | -39.2% | -43.2% |
| 10Y | +29.5% | +229.4% | -199.9% | -57.8% |
| All | +29.5% | +238.3% | -208.8% | -57.8% |
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