-53.0%
SWKS vs RRC
+156.2%
-209.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +12.5% | +1.3% | +11.2% | +12.2% |
| 30D | +10.5% | +10.1% | +0.4% | +8.2% |
| 3M | -7.4% | +4.0% | -11.4% | -8.5% |
| 6M | +32.7% | +1.6% | +31.1% | +31.6% |
| YTD | +19.2% | +19.7% | -0.5% | +13.5% |
| 1Y | +2.4% | +21.4% | -19.0% | -3.2% |
| 3Y | -25.6% | +29.7% | -55.3% | -31.2% |
| All | -53.0% | +156.2% | -209.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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