+268.2%
ROK vs SWK
+21.9%
+246.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | -8.5% | -2.3% | -6.2% | -7.3% |
| 30D | -6.4% | +30.4% | -36.8% | -18.6% |
| 3M | -8.8% | +12.1% | -21.0% | -14.6% |
| 6M | -10.5% | +49.1% | -59.6% | -27.8% |
| YTD | +5.4% | +60.4% | -55.0% | -18.7% |
| 1Y | +5.0% | +78.3% | -73.3% | -23.4% |
| 3Y | +64.3% | +53.3% | +11.0% | +22.6% |
| 5Y | +34.0% | -27.0% | +60.9% | +43.3% |
| 10Y | +268.2% | +20.8% | +247.3% | +162.7% |
| All | +268.2% | +21.9% | +246.3% | +162.7% |
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