+311.9%
ROIV vs SWK
+46.5%
+265.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.5% |
| 7D | -2.4% | +11.3% | -13.7% | -5.1% |
| 30D | +3.1% | +28.1% | -25.0% | -3.3% |
| 3M | +5.8% | +12.6% | -6.8% | +2.4% |
| 6M | +29.3% | +51.7% | -22.4% | +15.0% |
| YTD | +68.8% | +60.0% | +8.8% | +47.1% |
| 1Y | +81.0% | +72.7% | +8.3% | +54.1% |
| All | +311.9% | +46.5% | +265.4% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling