+147.8%
SW vs ROK
+343.9%
-196.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | -3.3% | -1.3% | -3.7% |
| 3M | +9.4% | -5.9% | +15.2% | +10.9% |
| 6M | +3.5% | +13.9% | -10.4% | +0.4% |
| YTD | +22.0% | +12.6% | +9.5% | +18.4% |
| 1Y | +2.2% | +28.6% | -26.4% | -3.9% |
| 3Y | +19.6% | +45.1% | -25.5% | +7.7% |
| 5Y | -2.3% | +45.6% | -47.9% | -13.7% |
| All | +147.8% | +343.9% | -196.1% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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