-50.4%
ORCL vs SWK
+77.0%
-127.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -6.5% | +11.3% | -17.8% | -7.4% |
| 30D | -16.6% | +31.5% | -48.0% | -19.4% |
| 3M | -21.6% | +14.4% | -36.0% | -23.1% |
| 6M | -39.4% | +46.4% | -85.8% | -41.1% |
| YTD | -38.7% | +61.6% | -100.2% | -40.2% |
| 1Y | -50.4% | +78.7% | -129.1% | -49.9% |
| All | -50.4% | +77.0% | -127.3% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling