+9,030.3%
ROL vs SWK
+1,275.2%
+7,755.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -4.1% | -5.7% | +1.6% | -2.5% |
| 3M | -22.5% | +24.1% | -46.6% | -27.6% |
| 6M | -37.7% | +24.7% | -62.4% | -42.1% |
| YTD | -39.6% | +33.9% | -73.5% | -45.2% |
| 1Y | -36.0% | +34.7% | -70.7% | -42.4% |
| 3Y | -5.1% | +15.3% | -20.4% | -14.8% |
| 5Y | -3.4% | -39.3% | +35.9% | +1.7% |
| 10Y | +215.2% | +2.5% | +212.8% | +160.4% |
| All | +9,030.3% | +1,275.2% | +7,755.1% | +3,513.9% |
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