+263.4%
ROK vs SWK
+29.6%
+233.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -13.8% | +11.0% | -24.9% | -18.6% |
| 30D | -14.9% | +30.1% | -45.0% | -25.9% |
| 3M | -14.7% | +14.7% | -29.3% | -20.9% |
| 6M | -17.7% | +44.5% | -62.2% | -32.6% |
| YTD | -2.5% | +59.4% | -61.8% | -24.5% |
| 1Y | +2.3% | +77.5% | -75.3% | -25.2% |
| 3Y | +52.7% | +49.5% | +3.3% | +15.5% |
| 5Y | +20.5% | -24.9% | +45.4% | +26.6% |
| All | +263.4% | +29.6% | +233.8% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling