+162.5%
ON vs SWK
+677.9%
-515.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -9.7% |
| 7D | -16.3% | +11.3% | -27.5% | -23.3% |
| 30D | -27.0% | +28.1% | -55.1% | -39.8% |
| 3M | -18.1% | +12.6% | -30.7% | -26.0% |
| 6M | -38.6% | +51.7% | -90.3% | -55.6% |
| YTD | +16.4% | +60.0% | -43.6% | -19.9% |
| 1Y | +25.8% | +72.7% | -46.9% | -18.3% |
| 3Y | -7.7% | +46.3% | -54.0% | -35.0% |
| 5Y | +6.6% | -24.6% | +31.2% | +15.1% |
| 10Y | +444.6% | +32.2% | +412.4% | +284.3% |
| All | +162.5% | +677.9% | -515.4% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling