-5.5%
ONON vs SWK
-25.5%
+20.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.6% |
| 7D | -11.9% | -2.0% | -10.0% | -11.0% |
| 30D | -6.8% | +24.6% | -31.4% | -16.6% |
| 3M | +6.6% | +10.8% | -4.1% | +1.0% |
| 6M | -2.2% | +46.1% | -48.3% | -20.0% |
| YTD | -28.9% | +56.8% | -85.7% | -44.2% |
| 1Y | -20.3% | +72.7% | -93.1% | -40.6% |
| 3Y | +22.9% | +49.9% | -26.9% | -6.9% |
| 5Y | -11.1% | -30.9% | +19.8% | -3.2% |
| All | -5.5% | -25.5% | +20.0% | +4.4% |
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