+35.3%
SWKS vs ROK
+270.1%
-234.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.3% |
| 7D | -3.1% | -11.0% | +7.9% | +2.9% |
| 30D | +8.3% | -8.2% | +16.5% | +12.8% |
| 3M | +20.2% | -8.5% | +28.7% | +25.2% |
| 6M | +24.9% | -12.0% | +36.9% | +32.4% |
| YTD | +33.2% | +3.1% | +30.1% | +26.0% |
| 1Y | +23.6% | +2.9% | +20.7% | +17.1% |
| 3Y | +1.3% | +60.7% | -59.4% | -30.7% |
| 5Y | -40.6% | +29.5% | -70.1% | -54.5% |
| 10Y | +35.3% | +262.6% | -227.3% | -36.1% |
| All | +35.3% | +270.1% | -234.8% | -36.1% |
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