-25.8%
RBLX vs SWK
-24.4%
-1.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.8% | +3.5% |
| 7D | +20.3% | +10.7% | +9.7% | +15.4% |
| 30D | +7.3% | +33.3% | -26.0% | -4.7% |
| 3M | +36.5% | +14.7% | +21.9% | +28.6% |
| 6M | +23.1% | +48.5% | -25.4% | +3.7% |
| YTD | -36.3% | +63.9% | -100.2% | -49.3% |
| 1Y | -51.7% | +80.4% | -132.1% | -63.4% |
| 3Y | +35.6% | +58.1% | -22.5% | -1.1% |
| 5Y | -52.9% | -24.5% | -28.4% | -50.7% |
| All | -25.8% | -24.4% | -1.3% | -29.3% |
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