+0.2%
SW vs ROK
+32.4%
-32.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.5% |
| 7D | -2.6% | -8.5% | +5.9% | -0.1% |
| 30D | +7.2% | -6.4% | +13.6% | +8.9% |
| 3M | -10.5% | -8.8% | -1.6% | -8.2% |
| 6M | +9.9% | -10.5% | +20.4% | +13.1% |
| YTD | +17.2% | +5.4% | +11.8% | +14.0% |
| 1Y | +26.5% | +5.0% | +21.5% | +23.2% |
| 3Y | +47.7% | +64.3% | -16.6% | +24.1% |
| 5Y | +0.2% | +34.0% | -33.8% | -12.0% |
| All | +0.2% | +32.4% | -32.2% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling