-30.0%
OPEN vs SWK
+46.0%
-76.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.5% |
| 7D | -22.2% | +11.0% | -33.3% | -28.8% |
| 30D | -38.3% | +30.1% | -68.4% | -50.8% |
| 3M | -59.4% | +14.7% | -74.0% | -63.7% |
| 6M | -74.4% | +44.5% | -118.9% | -81.5% |
| YTD | -76.0% | +59.4% | -135.4% | -84.4% |
| 1Y | -78.7% | +77.5% | -156.2% | -87.6% |
| 3Y | -30.0% | +49.5% | -79.5% | -52.7% |
| All | -30.0% | +46.0% | -76.0% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling