-43.6%
SWKS vs RIO
+94.1%
-137.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -6.2% | +2.2% | -8.4% | -7.2% |
| 30D | -1.5% | -10.1% | +8.6% | +3.0% |
| 3M | +23.0% | -14.1% | +37.1% | +30.8% |
| 6M | +27.6% | -18.9% | +46.5% | +38.8% |
| YTD | +32.3% | +9.9% | +22.4% | +22.9% |
| 1Y | +20.1% | +27.0% | -6.9% | +3.7% |
| 3Y | +0.6% | +50.1% | -49.4% | -20.9% |
| All | -43.6% | +94.1% | -137.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling