+743.1%
SW vs ROK
+1,067.2%
-324.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.6% | +4.2% |
| 7D | +12.1% | 0.0% | +12.0% | +12.0% |
| 30D | +6.6% | -2.5% | +9.0% | +6.9% |
| 3M | -6.0% | 0.0% | -6.0% | -6.1% |
| 6M | +21.5% | +11.6% | +9.9% | +19.4% |
| YTD | +20.3% | +15.2% | +5.1% | +17.7% |
| 1Y | +28.1% | +25.0% | +3.1% | +23.9% |
| 3Y | +51.6% | +76.8% | -25.2% | +39.3% |
| 5Y | -0.1% | +41.2% | -41.3% | -7.1% |
| 10Y | +189.7% | +353.5% | -163.8% | +139.5% |
| All | +743.1% | +1,067.2% | -324.2% | +534.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling