+504.1%
RKLB vs SWK
-25.1%
+529.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +9.3% |
| 7D | +13.0% | +10.7% | +2.4% | +6.0% |
| 30D | -13.7% | +33.3% | -47.0% | -27.7% |
| 3M | -28.9% | +14.7% | -43.6% | -35.1% |
| 6M | -44.2% | +48.5% | -92.7% | -56.5% |
| YTD | -15.6% | +63.9% | -79.5% | -38.4% |
| 1Y | +14.0% | +80.4% | -66.4% | -21.0% |
| 3Y | +1,275.2% | +58.1% | +1,217.1% | +879.7% |
| 5Y | +296.6% | -24.5% | +321.1% | +237.5% |
| All | +504.1% | -25.1% | +529.2% | +371.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling