-6.3%
RKT vs SWKS
-53.5%
+47.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.4% |
| 7D | +2.1% | +12.5% | -10.4% | -2.3% |
| 30D | +1.4% | +10.5% | -9.1% | -2.3% |
| 3M | +6.3% | -7.4% | +13.7% | +8.3% |
| 6M | -15.5% | +32.7% | -48.1% | -27.0% |
| YTD | -27.4% | +19.2% | -46.5% | -35.0% |
| 1Y | -26.6% | +2.4% | -29.0% | -30.7% |
| 3Y | +41.2% | -25.6% | +66.9% | +48.5% |
| All | -6.3% | -53.5% | +47.3% | +19.4% |
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 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