+6.2%
ROL vs SWK
+46.5%
-40.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | +11.7% | +11.3% | +0.5% | +10.5% |
| 30D | +27.7% | +28.1% | -0.4% | +24.7% |
| 3M | +3.7% | +12.6% | -8.9% | +2.3% |
| 6M | -27.8% | +51.7% | -79.5% | -30.5% |
| YTD | -34.7% | +60.0% | -94.7% | -37.5% |
| 1Y | -34.1% | +72.7% | -106.8% | -37.3% |
| All | +6.2% | +46.5% | -40.3% | +0.6% |
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