+20.1%
SWKS vs RL
+16.8%
+3.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -6.2% | -4.2% | -2.0% | -5.8% |
| 30D | -1.5% | +4.3% | -5.8% | -1.8% |
| 3M | +23.0% | -4.6% | +27.6% | +24.8% |
| 6M | +27.6% | +1.7% | +25.9% | +29.2% |
| YTD | +32.3% | +7.3% | +25.0% | +31.3% |
| 1Y | +20.1% | +20.8% | -0.7% | +13.7% |
| All | +20.1% | +16.8% | +3.4% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling