+3.8%
OTIS vs SWK
+46.0%
-42.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +4.2% | +11.0% | -6.8% | +1.7% |
| 30D | +20.1% | +30.1% | -9.9% | +13.2% |
| 3M | +7.6% | +14.7% | -7.1% | +4.1% |
| 6M | +4.2% | +44.5% | -40.3% | -4.3% |
| YTD | -8.1% | +59.4% | -67.5% | -17.6% |
| 1Y | -11.5% | +77.5% | -89.0% | -22.5% |
| 3Y | +3.8% | +49.5% | -45.7% | -8.8% |
| All | +3.8% | +46.0% | -42.2% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling