+127.0%
ORLY vs SWK
-38.7%
+165.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | -5.9% | -5.7% | -0.2% | -5.2% |
| 3M | -0.6% | +24.1% | -24.6% | -3.7% |
| 6M | -6.8% | +24.7% | -31.5% | -9.9% |
| YTD | -3.6% | +33.9% | -37.6% | -8.1% |
| 1Y | -16.3% | +34.7% | -51.0% | -20.4% |
| 3Y | +39.1% | +15.3% | +23.9% | +32.9% |
| All | +127.0% | -38.7% | +165.8% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling