-16.7%
RKT vs SWKS
-34.0%
+17.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | +17.7% | -6.2% | +23.8% | +19.9% |
| 30D | +31.6% | -1.5% | +33.1% | +31.9% |
| 3M | +13.9% | +23.0% | -9.0% | +4.0% |
| 6M | +2.8% | +27.6% | -24.8% | -9.3% |
| YTD | -22.2% | +32.3% | -54.5% | -33.5% |
| 1Y | -3.5% | +20.1% | -23.6% | -14.4% |
| 3Y | +95.3% | +0.6% | +94.6% | +74.1% |
| 5Y | -0.4% | -42.3% | +41.9% | +6.1% |
| All | -16.7% | -34.0% | +17.3% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling