+18.9%
SWKS vs RIO
+29.3%
-10.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -3.7% |
| 7D | -4.9% | -1.6% | -3.3% | -4.6% |
| 30D | -1.2% | -11.6% | +10.4% | +1.8% |
| 3M | +24.2% | -12.7% | +36.9% | +27.6% |
| 6M | +21.5% | -12.4% | +33.9% | +24.4% |
| YTD | +33.5% | +11.0% | +22.5% | +23.0% |
| 1Y | +18.9% | +30.8% | -11.9% | -9.6% |
| All | +18.9% | +29.3% | -10.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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