+46.0%
SWKS vs RIO
+364.8%
-318.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.5% | +5.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.4% |
| 30D | +17.3% | -9.9% | +27.2% | +23.4% |
| 3M | +28.3% | -14.0% | +42.3% | +37.7% |
| 6M | +26.1% | -19.5% | +45.6% | +39.5% |
| YTD | +41.1% | +11.5% | +29.5% | +29.1% |
| 1Y | +31.4% | +26.9% | +4.5% | +11.9% |
| 3Y | +7.3% | +55.1% | -47.9% | -18.9% |
| 5Y | -37.7% | +90.7% | -128.4% | -59.7% |
| 10Y | +46.0% | +363.3% | -317.3% | -37.6% |
| All | +46.0% | +364.8% | -318.7% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling