+4.3%
ROL vs SWK
+54.4%
-50.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +3.4% | +11.3% | -7.9% | +2.3% |
| 30D | +20.8% | +31.5% | -10.7% | +17.7% |
| 3M | +3.7% | +14.4% | -10.7% | +2.2% |
| 6M | -27.7% | +46.4% | -74.1% | -30.2% |
| YTD | -34.9% | +61.6% | -96.5% | -37.8% |
| 1Y | -33.3% | +78.7% | -112.0% | -36.7% |
| 3Y | +4.3% | +54.4% | -50.1% | -1.3% |
| All | +4.3% | +54.4% | -50.1% | -1.3% |
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 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