-16.0%
RKT vs SWKS
-33.5%
+17.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +10.3% | -2.7% | +13.1% | +11.2% |
| 30D | +32.3% | +8.5% | +23.8% | +28.6% |
| 3M | +10.7% | +17.3% | -6.6% | +2.8% |
| 6M | -3.2% | +25.1% | -28.3% | -13.9% |
| YTD | -21.5% | +33.3% | -54.9% | -33.1% |
| 1Y | -6.0% | +22.9% | -28.9% | -17.2% |
| 3Y | +104.2% | +5.5% | +98.7% | +77.9% |
| 5Y | +2.5% | -41.9% | +44.4% | +9.0% |
| All | -16.0% | -33.5% | +17.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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