-53.0%
SWKS vs ROK
+46.3%
-99.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.8% |
| 7D | +12.5% | +0.7% | +11.8% | +12.1% |
| 30D | +10.5% | -3.3% | +13.8% | +12.5% |
| 3M | -7.4% | -5.9% | -1.5% | -4.9% |
| 6M | +32.7% | +13.9% | +18.8% | +21.0% |
| YTD | +19.2% | +12.6% | +6.6% | +8.8% |
| 1Y | +2.4% | +28.6% | -26.2% | -13.8% |
| 3Y | -25.6% | +45.1% | -70.7% | -44.3% |
| All | -53.0% | +46.3% | -99.3% | -67.7% |
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