+89.6%
OTIS vs SWK
+85.1%
+4.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | +16.1% | +30.4% | -14.3% | +7.2% |
| 3M | +6.7% | +12.1% | -5.4% | +2.9% |
| 6M | +6.0% | +49.1% | -43.1% | -6.4% |
| YTD | -9.8% | +60.4% | -70.2% | -22.6% |
| 1Y | -12.3% | +78.3% | -90.7% | -27.3% |
| 3Y | -0.2% | +53.3% | -53.6% | -16.9% |
| 5Y | +1.0% | -27.0% | +27.9% | +4.9% |
| All | +89.6% | +85.1% | +4.5% | +51.2% |
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 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