+51.6%
SWK vs RRX
+68.3%
-16.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.7% |
| 7D | -2.0% | +12.6% | -14.6% | -7.5% |
| 30D | +24.6% | +10.6% | +14.0% | +16.9% |
| 3M | +10.8% | +4.6% | +6.1% | +6.5% |
| 6M | +46.1% | -13.6% | +59.7% | +50.9% |
| YTD | +56.8% | +29.4% | +27.4% | +25.4% |
| 1Y | +72.7% | +31.9% | +40.8% | +36.2% |
| All | +51.6% | +68.3% | -16.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling