-87.0%
OPEN vs SWK
+5.0%
-92.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.5% |
| 7D | -22.2% | +11.0% | -33.3% | -29.0% |
| 30D | -38.3% | +30.1% | -68.4% | -51.1% |
| 3M | -59.4% | +14.7% | -74.0% | -63.8% |
| 6M | -74.4% | +44.5% | -118.9% | -81.8% |
| YTD | -76.0% | +59.4% | -135.4% | -84.6% |
| 1Y | -78.7% | +77.5% | -156.2% | -87.7% |
| 3Y | -30.0% | +49.5% | -79.5% | -52.3% |
| 5Y | -93.7% | -24.9% | -68.8% | -93.9% |
| All | -87.0% | +5.0% | -92.0% | -88.7% |
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