-0.8%
RKT vs SWKS
-41.6%
+40.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | +4.6% | -3.1% | +7.8% | +5.7% |
| 30D | +25.9% | +8.3% | +17.5% | +22.2% |
| 3M | +5.0% | +20.2% | -15.2% | -3.7% |
| 6M | -7.9% | +24.9% | -32.8% | -18.6% |
| YTD | -25.4% | +33.2% | -58.5% | -37.0% |
| 1Y | -15.4% | +23.6% | -39.0% | -26.2% |
| 3Y | +83.3% | +1.3% | +82.1% | +59.9% |
| 5Y | -0.8% | -40.6% | +39.8% | +7.5% |
| All | -0.8% | -41.6% | +40.8% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling