-3.8%
OSCR vs SWK
-23.5%
+19.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.8% |
| 7D | +3.3% | +11.3% | -8.0% | -2.0% |
| 30D | +0.3% | +31.5% | -31.2% | -12.6% |
| 3M | +21.0% | +14.4% | +6.5% | +12.7% |
| 6M | +57.1% | +46.4% | +10.6% | +26.8% |
| YTD | +132.9% | +61.6% | +71.3% | +75.1% |
| 1Y | +129.1% | +78.7% | +50.4% | +61.9% |
| 3Y | +370.7% | +54.4% | +316.3% | +241.6% |
| 5Y | +102.6% | -25.3% | +127.9% | +83.7% |
| All | -3.8% | -23.5% | +19.7% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling