-43.6%
SWKS vs RVMD
+469.5%
-513.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.2% | -7.0% | 0.0% |
| 7D | -6.2% | +0.5% | -6.7% | -6.4% |
| 30D | -1.5% | -4.3% | +2.8% | -1.1% |
| 3M | +23.0% | -2.8% | +25.8% | +23.0% |
| 6M | +27.6% | +27.3% | +0.3% | +22.4% |
| YTD | +32.3% | +141.4% | -109.1% | +11.0% |
| 1Y | +20.1% | +213.3% | -193.1% | -4.5% |
| 3Y | +0.6% | +792.7% | -792.0% | -36.1% |
| All | -43.6% | +469.5% | -513.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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