+9,498.9%
SWKS vs ROK
+14,831.9%
-5,333.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.7% | +4.8% |
| 7D | +5.7% | -8.5% | +14.2% | +9.8% |
| 30D | +17.3% | -6.4% | +23.7% | +20.4% |
| 3M | +28.3% | -8.8% | +37.1% | +33.3% |
| 6M | +26.1% | -10.5% | +36.6% | +31.6% |
| YTD | +41.1% | +5.4% | +35.7% | +34.0% |
| 1Y | +31.4% | +5.0% | +26.4% | +25.1% |
| 3Y | +7.3% | +64.3% | -57.0% | -20.5% |
| 5Y | -37.7% | +34.0% | -71.7% | -49.5% |
| 10Y | +46.0% | +268.2% | -222.1% | -29.2% |
| All | +9,498.9% | +14,831.9% | -5,333.0% | +1,490.9% |
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