-7.3%
OSCR vs SWK
-36.6%
+29.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +5.8% | -0.4% | +6.3% | +6.1% |
| 30D | +7.1% | -5.7% | +12.8% | +10.4% |
| 3M | +36.7% | +24.1% | +12.6% | +20.5% |
| 6M | +114.3% | +24.7% | +89.6% | +87.0% |
| YTD | +124.4% | +33.9% | +90.5% | +85.9% |
| 1Y | +75.5% | +34.7% | +40.8% | +44.6% |
| 3Y | +390.1% | +15.3% | +374.8% | +319.6% |
| 5Y | +77.1% | -39.3% | +116.4% | +74.9% |
| All | -7.3% | -36.6% | +29.3% | -13.1% |
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