+41.0%
ORLY vs SWK
+46.0%
-4.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +2.0% | +11.0% | -9.0% | +1.2% |
| 30D | +6.2% | +30.1% | -23.8% | +4.3% |
| 3M | -3.7% | +14.7% | -18.4% | -4.8% |
| 6M | -5.2% | +44.5% | -49.7% | -7.5% |
| YTD | -1.4% | +59.4% | -60.8% | -4.6% |
| 1Y | -5.4% | +77.5% | -82.9% | -8.9% |
| 3Y | +41.0% | +49.5% | -8.4% | +37.6% |
| All | +41.0% | +46.0% | -4.9% | +37.6% |
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