-0.5%
ROL vs SWK
-38.7%
+38.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -4.1% | -5.7% | +1.6% | -3.5% |
| 3M | -22.5% | +24.1% | -46.6% | -24.6% |
| 6M | -37.7% | +24.7% | -62.4% | -39.5% |
| YTD | -39.6% | +33.9% | -73.5% | -41.9% |
| 1Y | -36.0% | +34.7% | -70.7% | -38.6% |
| 3Y | -5.1% | +15.3% | -20.4% | -8.9% |
| All | -0.5% | -38.7% | +38.2% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling