+37.8%
SWKS vs RIO
+362.4%
-324.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.0% |
| 7D | -3.1% | +3.6% | -6.7% | -5.0% |
| 30D | +8.3% | -10.8% | +19.1% | +14.5% |
| 3M | +20.2% | -15.2% | +35.5% | +30.0% |
| 6M | +24.9% | -18.0% | +42.9% | +37.0% |
| YTD | +33.2% | +11.0% | +22.2% | +22.1% |
| 1Y | +23.6% | +26.4% | -2.8% | +5.4% |
| 3Y | +1.3% | +54.4% | -53.1% | -23.3% |
| 5Y | -40.6% | +98.1% | -138.7% | -62.5% |
| All | +37.8% | +362.4% | -324.6% | -41.0% |
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