-24.1%
RKT vs SWK
-11.4%
-12.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.0% | -1.4% | -7.6% | -8.1% |
| 30D | +30.2% | +25.5% | +4.7% | +11.9% |
| 3M | -8.8% | +11.8% | -20.6% | -15.4% |
| 6M | -0.9% | +48.7% | -49.6% | -23.3% |
| YTD | -29.2% | +57.2% | -86.4% | -47.3% |
| 1Y | -20.1% | +75.3% | -95.3% | -44.5% |
| 3Y | +81.3% | +51.9% | +29.4% | +33.6% |
| 5Y | -6.6% | -30.7% | +24.1% | +5.0% |
| All | -24.1% | -11.4% | -12.8% | -42.8% |
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