+32.1%
SWKS vs RL
+356.1%
-324.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | -6.2% | -4.2% | -2.0% | -4.9% |
| 30D | -1.5% | +4.3% | -5.8% | -3.2% |
| 3M | +23.0% | -4.6% | +27.6% | +24.1% |
| 6M | +27.6% | +1.7% | +25.9% | +25.0% |
| YTD | +32.3% | +7.3% | +25.0% | +25.9% |
| 1Y | +20.1% | +20.8% | -0.7% | +9.1% |
| 3Y | +0.6% | +247.0% | -246.3% | -40.7% |
| 5Y | -42.3% | +225.5% | -267.8% | -66.0% |
| All | +32.1% | +356.1% | -324.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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