+180.7%
ROP vs SWK
+26.9%
+153.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +0.2% | +11.3% | -11.1% | -3.2% |
| 30D | +30.3% | +31.5% | -1.1% | +19.7% |
| 3M | +17.8% | +14.4% | +3.3% | +12.7% |
| 6M | +38.9% | +46.4% | -7.5% | +22.3% |
| YTD | +7.6% | +61.6% | -54.0% | -9.3% |
| 1Y | +6.5% | +78.7% | -72.2% | -13.4% |
| 3Y | -6.3% | +54.4% | -60.7% | -24.3% |
| 5Y | +0.9% | -25.3% | +26.2% | +5.3% |
| 10Y | +180.7% | +22.4% | +158.4% | +120.8% |
| All | +180.7% | +26.9% | +153.9% | +120.8% |
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