+411.8%
OSCR vs SWK
+15.2%
+396.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.4% |
| 7D | +10.7% | +0.1% | +10.5% | +10.5% |
| 30D | +18.3% | -8.9% | +27.2% | +22.3% |
| 3M | +20.5% | +20.5% | 0.0% | +11.0% |
| 6M | +138.5% | +27.1% | +111.4% | +113.7% |
| YTD | +129.7% | +30.2% | +99.5% | +101.5% |
| 1Y | +62.8% | +24.8% | +38.0% | +44.8% |
| 3Y | +411.8% | +16.3% | +395.5% | +369.5% |
| All | +411.8% | +15.2% | +396.6% | +369.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling