-8.7%
OSCR vs SWK
-39.8%
+31.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -2.7% |
| 7D | +4.7% | -4.6% | +9.3% | +7.1% |
| 30D | +14.8% | -9.9% | +24.7% | +20.8% |
| 3M | +16.7% | +15.4% | +1.3% | +6.7% |
| 6M | +127.5% | +25.0% | +102.5% | +97.7% |
| YTD | +121.0% | +27.2% | +93.8% | +87.7% |
| 1Y | +58.4% | +24.6% | +33.8% | +35.7% |
| 3Y | +392.4% | +13.7% | +378.7% | +321.4% |
| 5Y | +80.5% | -41.5% | +122.0% | +83.4% |
| All | -8.7% | -39.8% | +31.1% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling