+30,080.4%
ROP vs SWK
+1,198.9%
+28,881.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.7% |
| 7D | +9.2% | +11.3% | -2.1% | +4.6% |
| 30D | +35.5% | +28.1% | +7.4% | +23.3% |
| 3M | +24.4% | +12.6% | +11.9% | +18.5% |
| 6M | +38.0% | +51.7% | -13.7% | +16.2% |
| YTD | +11.1% | +60.0% | -48.9% | -9.7% |
| 1Y | +10.9% | +72.7% | -61.8% | -12.8% |
| 3Y | -0.5% | +46.3% | -46.8% | -21.6% |
| 5Y | +4.5% | -24.6% | +29.1% | +2.9% |
| 10Y | +207.5% | +32.2% | +175.2% | +121.4% |
| All | +30,080.4% | +1,198.9% | +28,881.5% | +10,014.2% |
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