+32.7%
ORCL vs SWK
+15.2%
+17.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | +5.3% | -0.4% | +5.7% | +5.4% |
| 30D | +10.0% | -5.7% | +15.7% | +11.3% |
| 3M | -32.6% | +24.1% | -56.7% | -35.6% |
| 6M | +4.9% | +24.7% | -19.8% | -0.3% |
| YTD | -17.8% | +33.9% | -51.7% | -23.4% |
| 1Y | -28.0% | +34.7% | -62.7% | -33.2% |
| All | +32.7% | +15.2% | +17.5% | +24.9% |
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 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