+94.9%
ROST vs SWK
+46.0%
+48.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +1.2% | +11.0% | -9.8% | -1.3% |
| 30D | +2.5% | +30.1% | -27.6% | -3.7% |
| 3M | -9.0% | +14.7% | -23.6% | -12.0% |
| 6M | +1.3% | +44.5% | -43.2% | -7.7% |
| YTD | +29.1% | +59.4% | -30.3% | +13.8% |
| 1Y | +45.4% | +77.5% | -32.1% | +24.6% |
| 3Y | +94.9% | +49.5% | +45.4% | +66.8% |
| All | +94.9% | +46.0% | +48.9% | +66.8% |
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