+50.8%
SWKS vs RIO
+354.4%
-303.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +9.4% | -0.9% | +10.4% | +9.9% |
| 30D | +17.0% | -9.1% | +26.1% | +22.4% |
| 3M | +28.9% | -13.7% | +42.6% | +38.0% |
| 6M | +33.1% | -24.3% | +57.5% | +52.2% |
| YTD | +44.8% | +8.9% | +35.9% | +34.0% |
| 1Y | +36.2% | +22.7% | +13.5% | +18.0% |
| 3Y | +11.5% | +51.2% | -39.7% | -14.7% |
| 5Y | -37.1% | +88.1% | -125.2% | -59.1% |
| All | +50.8% | +354.4% | -303.6% | -34.8% |
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