+209.9%
ON vs SWKS
+83.7%
+126.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.5% |
| 7D | +2.4% | +12.5% | -10.1% | -2.8% |
| 30D | -3.3% | +10.5% | -13.8% | -7.5% |
| 3M | -43.6% | -7.4% | -36.2% | -41.4% |
| 6M | +19.0% | +32.7% | -13.7% | +5.2% |
| YTD | +37.4% | +19.2% | +18.2% | +26.5% |
| 1Y | +54.8% | +2.4% | +52.4% | +52.4% |
| 3Y | -25.2% | -25.6% | +0.4% | -15.7% |
| 5Y | +62.7% | -53.4% | +116.1% | +129.6% |
| 10Y | +574.3% | +23.2% | +551.2% | +598.5% |
| All | +209.9% | +83.7% | +126.3% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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