-37.7%
RBLX vs SWK
-38.2%
+0.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | +12.4% | -0.4% | +12.9% | +12.6% |
| 30D | +19.7% | -5.7% | +25.4% | +22.5% |
| 3M | -0.1% | +24.1% | -24.2% | -9.0% |
| 6M | -35.7% | +24.7% | -60.5% | -42.2% |
| YTD | -46.6% | +33.9% | -80.5% | -53.7% |
| 1Y | -66.6% | +34.7% | -101.3% | -71.5% |
| 3Y | +52.3% | +15.3% | +37.0% | +30.4% |
| 5Y | -47.7% | -39.3% | -8.5% | -40.5% |
| All | -37.7% | -38.2% | +0.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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