-36.5%
SWKS vs ROK
+30.4%
-66.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +9.4% | +7.1% | +2.4% | +5.4% |
| 30D | +17.0% | -5.0% | +21.9% | +19.2% |
| 3M | +28.9% | -9.4% | +38.3% | +34.8% |
| 6M | +33.1% | -11.0% | +44.1% | +39.6% |
| YTD | +44.8% | +4.4% | +40.3% | +36.3% |
| 1Y | +36.2% | +7.4% | +28.8% | +26.1% |
| 3Y | +11.5% | +61.0% | -49.5% | -23.4% |
| All | -36.5% | +30.4% | -66.9% | -53.7% |
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 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