+33.8%
SWKS vs ROL
-34.6%
+68.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | +10.9% | -1.7% | +12.5% | +11.0% |
| 30D | +17.6% | +18.5% | -0.9% | +15.8% |
| 3M | +29.2% | +4.3% | +24.9% | +29.5% |
| 6M | +37.0% | -27.7% | +64.7% | +54.5% |
| YTD | +44.9% | -35.8% | +80.7% | +72.8% |
| 1Y | +33.8% | -34.1% | +67.9% | +58.6% |
| All | +33.8% | -34.6% | +68.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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