+347.3%
ROK vs SWK
+2.4%
+344.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -3.3% | -5.7% | +2.4% | -0.4% |
| 3M | -5.9% | +24.1% | -29.9% | -16.2% |
| 6M | +13.9% | +24.7% | -10.8% | +0.7% |
| YTD | +12.6% | +33.9% | -21.4% | -4.3% |
| 1Y | +28.6% | +34.7% | -6.1% | +8.1% |
| 3Y | +45.1% | +15.3% | +29.8% | +25.9% |
| 5Y | +45.6% | -39.3% | +84.9% | +71.9% |
| All | +347.3% | +2.4% | +344.8% | +238.6% |
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