+411.8%
OSCR vs SWK
+14.2%
+397.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +3.7% |
| 7D | +10.7% | -0.7% | +11.4% | +10.9% |
| 30D | +18.3% | -9.7% | +28.0% | +22.6% |
| 3M | +20.5% | +19.5% | +1.1% | +11.4% |
| 6M | +138.5% | +26.0% | +112.5% | +114.3% |
| YTD | +129.7% | +29.1% | +100.7% | +102.1% |
| 1Y | +62.8% | +23.7% | +39.1% | +45.2% |
| 3Y | +411.8% | +15.3% | +396.5% | +370.9% |
| All | +411.8% | +14.2% | +397.6% | +370.9% |
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