+1,469.7%
SWK vs RRX
+4,349.0%
-2,879.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | -2.0% | +12.6% | -14.6% | -6.8% |
| 30D | +24.6% | +10.6% | +14.0% | +17.9% |
| 3M | +10.8% | +4.6% | +6.1% | +6.9% |
| 6M | +46.1% | -13.6% | +59.7% | +50.1% |
| YTD | +56.8% | +29.4% | +27.4% | +34.4% |
| 1Y | +72.7% | +31.9% | +40.8% | +46.6% |
| 3Y | +49.9% | +68.3% | -18.4% | +13.1% |
| 5Y | -30.9% | +13.2% | -44.1% | -39.6% |
| 10Y | +18.1% | +209.9% | -191.8% | -29.1% |
| All | +1,469.7% | +4,349.0% | -2,879.2% | +533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling