-22.2%
RKT vs SWK
-24.5%
+2.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | +2.1% | -0.4% | +2.6% | +2.4% |
| 30D | +1.4% | -5.7% | +7.2% | +5.6% |
| 3M | +6.3% | +24.1% | -17.8% | -7.3% |
| 6M | -15.5% | +24.7% | -40.2% | -26.5% |
| YTD | -27.4% | +33.9% | -61.3% | -39.8% |
| 1Y | -26.6% | +34.7% | -61.3% | -39.8% |
| 3Y | +41.2% | +15.3% | +26.0% | +25.1% |
| 5Y | -6.4% | -39.3% | +32.9% | +14.9% |
| All | -22.2% | -24.5% | +2.3% | -34.7% |
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