+216.0%
ROL vs SWK
+29.6%
+186.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +9.5% | +11.0% | -1.5% | +7.1% |
| 30D | +22.9% | +30.1% | -7.1% | +16.6% |
| 3M | +3.5% | +14.7% | -11.1% | +0.6% |
| 6M | -29.4% | +44.5% | -73.9% | -34.8% |
| YTD | -36.1% | +59.4% | -95.4% | -42.4% |
| 1Y | -34.4% | +77.5% | -111.9% | -42.2% |
| 3Y | +4.0% | +49.5% | -45.5% | -8.4% |
| 5Y | +13.2% | -24.9% | +38.1% | +16.9% |
| All | +216.0% | +29.6% | +186.5% | +168.3% |
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 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