-12.1%
OTIS vs SWK
+74.4%
-86.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.0% |
| 3M | +7.4% | +11.8% | -4.4% | +3.7% |
| 6M | +7.7% | +48.7% | -41.0% | -3.2% |
| YTD | -9.3% | +57.2% | -66.5% | -20.0% |
| 1Y | -12.1% | +75.3% | -87.4% | -24.5% |
| All | -12.1% | +74.4% | -86.5% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling