+22.2%
ROK vs SWK
-25.4%
+47.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.6% | -13.1% |
| 7D | -15.6% | +11.3% | -26.8% | -19.4% |
| 30D | -15.5% | +28.1% | -43.6% | -23.9% |
| 3M | -15.1% | +12.6% | -27.7% | -19.5% |
| 6M | -12.0% | +51.7% | -63.8% | -26.6% |
| YTD | -1.1% | +60.0% | -61.1% | -19.6% |
| 1Y | +6.5% | +72.7% | -66.2% | -16.2% |
| 3Y | +51.8% | +46.3% | +5.5% | +22.9% |
| 5Y | +22.2% | -24.6% | +46.8% | +17.7% |
| All | +22.2% | -25.4% | +47.6% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling