+452.4%
ON vs SWK
+29.6%
+422.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -11.7% | +11.0% | -22.7% | -19.1% |
| 30D | -23.3% | +30.1% | -53.3% | -37.7% |
| 3M | -19.2% | +14.7% | -33.8% | -28.1% |
| 6M | -40.1% | +44.5% | -84.6% | -55.4% |
| YTD | +16.9% | +59.4% | -42.5% | -20.1% |
| 1Y | +29.7% | +77.5% | -47.8% | -18.5% |
| 3Y | -4.4% | +49.5% | -53.9% | -35.0% |
| 5Y | +7.1% | -24.9% | +32.0% | +18.6% |
| All | +452.4% | +29.6% | +422.9% | +338.2% |
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