+15,354.0%
ROK vs SWK
+1,275.2%
+14,078.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -5.9% | +24.1% | -29.9% | -16.0% |
| 6M | +13.9% | +24.7% | -10.8% | +0.9% |
| YTD | +12.6% | +33.9% | -21.4% | -4.1% |
| 1Y | +28.6% | +34.7% | -6.1% | +8.4% |
| 3Y | +45.1% | +15.3% | +29.8% | +26.1% |
| 5Y | +45.6% | -39.3% | +84.9% | +66.5% |
| 10Y | +345.0% | +2.5% | +342.6% | +268.7% |
| All | +15,354.0% | +1,275.2% | +14,078.9% | +4,256.5% |
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