+4,068.8%
SWKS vs RL
+1,625.1%
+2,443.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -4.6% |
| 7D | -4.9% | +5.8% | -10.7% | -7.0% |
| 30D | -1.2% | +12.7% | -13.9% | -5.8% |
| 3M | +24.2% | +9.3% | +14.8% | +19.0% |
| 6M | +21.5% | +16.9% | +4.6% | +12.6% |
| YTD | +33.5% | +17.5% | +16.0% | +22.5% |
| 1Y | +18.9% | +34.6% | -15.7% | +3.3% |
| 3Y | +0.4% | +273.2% | -272.9% | -43.2% |
| 5Y | -44.3% | +265.2% | -309.5% | -68.7% |
| 10Y | +37.1% | +406.7% | -369.5% | -39.3% |
| All | +4,068.8% | +1,625.1% | +2,443.6% | +872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling