+2.9%
SWKS vs ROK
+26.1%
-23.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +11.8% | +2.8% | +9.0% | +10.6% |
| 30D | +6.7% | -2.4% | +9.1% | +7.7% |
| 3M | 0.0% | -4.7% | +4.7% | +1.0% |
| 6M | +38.7% | +16.8% | +22.0% | +26.4% |
| YTD | +21.4% | +11.4% | +10.0% | +11.1% |
| 1Y | +2.9% | +26.2% | -23.3% | -16.4% |
| All | +2.9% | +26.1% | -23.2% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling