+324.0%
SWKS vs RNG
+320.7%
+3.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.0% |
| 7D | -6.2% | -11.3% | +5.2% | -3.2% |
| 30D | -1.5% | -5.7% | +4.2% | -0.3% |
| 3M | +23.0% | +16.8% | +6.2% | +16.7% |
| 6M | +27.6% | +58.5% | -30.9% | +9.1% |
| YTD | +32.3% | +151.3% | -119.0% | -4.2% |
| 1Y | +20.1% | +169.0% | -148.9% | -14.8% |
| 3Y | +0.6% | +156.9% | -156.3% | -31.3% |
| 5Y | -42.3% | -69.0% | +26.7% | -35.5% |
| 10Y | +35.9% | +262.0% | -226.1% | -33.4% |
| All | +324.0% | +320.7% | +3.2% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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