+90.7%
OTIS vs SWK
+81.4%
+9.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | +12.8% | +25.5% | -12.7% | +5.3% |
| 3M | +7.4% | +11.8% | -4.4% | +3.6% |
| 6M | +7.7% | +48.7% | -41.0% | -4.8% |
| YTD | -9.3% | +57.2% | -66.5% | -21.7% |
| 1Y | -12.1% | +75.3% | -87.4% | -26.7% |
| 3Y | +0.6% | +51.9% | -51.3% | -16.0% |
| 5Y | -1.1% | -30.7% | +29.7% | +4.6% |
| All | +90.7% | +81.4% | +9.4% | +52.9% |
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 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