+13,474.5%
ROK vs SWK
+1,542.3%
+11,932.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.6% | -12.9% |
| 7D | -15.6% | +11.3% | -26.8% | -20.4% |
| 30D | -15.5% | +28.1% | -43.6% | -25.8% |
| 3M | -15.1% | +12.6% | -27.7% | -20.6% |
| 6M | -12.0% | +51.7% | -63.8% | -29.6% |
| YTD | -1.1% | +60.0% | -61.1% | -23.5% |
| 1Y | +6.5% | +72.7% | -66.2% | -21.0% |
| 3Y | +51.8% | +46.3% | +5.5% | +16.4% |
| 5Y | +22.2% | -24.6% | +46.8% | +24.5% |
| 10Y | +289.3% | +32.2% | +257.1% | +181.6% |
| All | +13,474.5% | +1,542.3% | +11,932.2% | +3,373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling