-24.1%
RKT vs SWKS
-27.8%
+3.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -9.0% | +9.4% | -18.4% | -11.7% |
| 30D | +30.2% | +17.0% | +13.2% | +23.3% |
| 3M | -8.8% | +28.9% | -37.8% | -18.0% |
| 6M | -0.9% | +33.1% | -34.1% | -13.4% |
| YTD | -29.2% | +44.8% | -74.0% | -41.3% |
| 1Y | -20.1% | +36.2% | -56.3% | -32.1% |
| 3Y | +81.3% | +11.5% | +69.8% | +55.7% |
| 5Y | -6.6% | -37.1% | +30.5% | -3.4% |
| All | -24.1% | -27.8% | +3.6% | -28.4% |
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