+523.3%
ON vs SWK
+18.1%
+505.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.8% |
| 7D | +12.2% | -1.4% | +13.6% | +13.4% |
| 30D | -3.1% | +25.5% | -28.6% | -19.3% |
| 3M | -12.9% | +11.8% | -24.7% | -21.0% |
| 6M | -38.6% | +48.7% | -87.3% | -55.2% |
| YTD | +31.2% | +57.2% | -26.0% | -9.6% |
| 1Y | +47.6% | +75.3% | -27.6% | -6.5% |
| 3Y | +6.6% | +51.9% | -45.3% | -28.6% |
| 5Y | +21.3% | -30.7% | +52.0% | +43.9% |
| All | +523.3% | +18.1% | +505.2% | +360.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling