+78.7%
SWK vs RRX
+31.1%
+47.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | +11.3% | 0.0% | +11.3% | +11.0% |
| 30D | +31.5% | +9.0% | +22.4% | +26.4% |
| 3M | +14.4% | +4.0% | +10.4% | +11.9% |
| 6M | +46.4% | -15.7% | +62.2% | +52.9% |
| YTD | +61.6% | +29.0% | +32.6% | +32.2% |
| 1Y | +78.7% | +35.2% | +43.5% | +43.8% |
| All | +78.7% | +31.1% | +47.6% | +43.8% |
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 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