+2,037.8%
SWKS vs RBA
+4,058.7%
-2,021.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -9.2% | +7.3% | -16.5% | -11.6% |
| 30D | -1.9% | +16.9% | -18.8% | -7.7% |
| 3M | +21.2% | -0.5% | +21.7% | +20.7% |
| 6M | +12.9% | -10.4% | +23.3% | +16.0% |
| YTD | +30.7% | -7.2% | +38.0% | +31.9% |
| 1Y | +14.1% | -2.2% | +16.4% | +12.9% |
| 3Y | -1.7% | +43.7% | -45.4% | -16.5% |
| 5Y | -43.0% | +38.7% | -81.7% | -52.3% |
| 10Y | +34.3% | +231.7% | -197.4% | -21.6% |
| All | +2,037.8% | +4,058.7% | -2,021.0% | +514.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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