+59.1%
ROK vs SWK
+53.9%
+5.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.4% |
| 7D | -11.5% | +10.7% | -22.2% | -15.3% |
| 30D | -10.0% | +33.3% | -43.3% | -20.5% |
| 3M | -11.4% | +14.7% | -26.1% | -16.7% |
| 6M | -13.7% | +48.5% | -62.2% | -27.8% |
| YTD | +1.0% | +63.9% | -62.8% | -19.3% |
| 1Y | +5.6% | +80.4% | -74.8% | -19.0% |
| 3Y | +59.1% | +58.1% | +1.0% | +23.8% |
| All | +59.1% | +53.9% | +5.2% | +23.8% |
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