+47.6%
ON vs SWK
+87.6%
-40.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +13.1% | -15.0% | -8.3% |
| 7D | -5.8% | +17.9% | -23.7% | -14.2% |
| 30D | -17.1% | +31.9% | -49.0% | -29.6% |
| 3M | -11.8% | +16.6% | -28.4% | -19.4% |
| 6M | -30.2% | +61.1% | -91.3% | -48.0% |
| YTD | +31.6% | +64.2% | -32.6% | -7.2% |
| 1Y | +47.6% | +85.2% | -37.7% | -4.7% |
| All | +47.6% | +87.6% | -40.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling