-18.0%
RKT vs SWKS
-34.8%
+16.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | +24.3% | -9.2% | +33.5% | +28.0% |
| 30D | +27.9% | -1.9% | +29.8% | +28.3% |
| 3M | +6.9% | +21.2% | -14.3% | -1.9% |
| 6M | +5.2% | +12.9% | -7.7% | -3.3% |
| YTD | -23.5% | +30.7% | -54.2% | -34.3% |
| 1Y | -9.1% | +14.1% | -23.2% | -17.7% |
| 3Y | +81.5% | -1.7% | +83.2% | +63.4% |
| 5Y | -2.0% | -43.0% | +41.0% | +4.8% |
| All | -18.0% | -34.8% | +16.8% | -19.9% |
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