-3.5%
ROP vs SWK
+46.0%
-49.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.9% |
| 7D | +2.1% | +11.0% | -8.9% | +0.6% |
| 30D | +32.9% | +30.1% | +2.9% | +28.3% |
| 3M | +20.0% | +14.7% | +5.4% | +17.6% |
| 6M | +36.4% | +44.5% | -8.1% | +29.5% |
| YTD | +7.8% | +59.4% | -51.5% | +0.5% |
| 1Y | +8.0% | +77.5% | -69.5% | -1.2% |
| 3Y | -3.5% | +49.5% | -52.9% | -11.8% |
| All | -3.5% | +46.0% | -49.5% | -11.8% |
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 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