+36.2%
EOG vs SWK
+53.9%
-17.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.7% |
| 7D | -6.0% | +10.7% | -16.7% | -6.8% |
| 30D | +0.9% | +33.3% | -32.5% | -1.8% |
| 3M | +10.9% | +14.7% | -3.8% | +9.5% |
| 6M | +15.8% | +48.5% | -32.7% | +10.2% |
| YTD | +45.8% | +63.9% | -18.0% | +35.3% |
| 1Y | +45.3% | +80.4% | -35.1% | +31.8% |
| 3Y | +36.2% | +58.1% | -22.0% | +18.7% |
| All | +36.2% | +53.9% | -17.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling