+266.4%
ROK vs SWK
+32.9%
+233.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.2% |
| 7D | -11.5% | +10.7% | -22.2% | -16.2% |
| 30D | -10.0% | +33.3% | -43.3% | -22.5% |
| 3M | -11.4% | +14.7% | -26.1% | -17.9% |
| 6M | -13.7% | +48.5% | -62.2% | -30.2% |
| YTD | +1.0% | +63.9% | -62.8% | -22.9% |
| 1Y | +5.6% | +80.4% | -74.8% | -23.3% |
| 3Y | +59.1% | +58.1% | +1.0% | +16.9% |
| 5Y | +26.1% | -24.5% | +50.6% | +32.5% |
| 10Y | +266.4% | +29.5% | +236.9% | +153.3% |
| All | +266.4% | +32.9% | +233.5% | +153.3% |
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