-70.8%
OPEN vs SWK
-11.8%
-59.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.2% |
| 7D | -4.3% | -0.4% | -3.8% | -3.8% |
| 30D | -16.2% | -5.7% | -10.5% | -11.5% |
| 3M | -36.4% | +24.1% | -60.4% | -48.3% |
| 6M | -35.5% | +24.7% | -60.2% | -48.8% |
| YTD | -46.0% | +33.9% | -79.9% | -59.8% |
| 1Y | -47.1% | +34.7% | -81.8% | -60.4% |
| 3Y | -19.0% | +15.3% | -34.3% | -30.3% |
| 5Y | -83.6% | -39.3% | -44.3% | -81.3% |
| All | -70.8% | -11.8% | -59.1% | -70.5% |
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