-18.0%
RKT vs SWK
-9.8%
-8.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +0.5% |
| 7D | +24.3% | +11.3% | +13.1% | +15.6% |
| 30D | +27.9% | +28.1% | -0.2% | +8.3% |
| 3M | +6.9% | +12.6% | -5.7% | -1.3% |
| 6M | +5.2% | +51.7% | -46.5% | -19.5% |
| YTD | -23.5% | +60.0% | -83.4% | -43.8% |
| 1Y | -9.1% | +72.7% | -81.8% | -36.4% |
| 3Y | +81.5% | +46.3% | +35.2% | +37.1% |
| 5Y | -2.0% | -24.6% | +22.6% | +4.3% |
| All | -18.0% | -9.8% | -8.2% | -39.0% |
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