+74.2%
OTIS vs SWK
+54.5%
+19.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -2.0% | -5.7% | +3.7% | -0.3% |
| 3M | +2.6% | +24.1% | -21.5% | -4.1% |
| 6M | -20.9% | +24.7% | -45.6% | -26.5% |
| YTD | -17.1% | +33.9% | -51.0% | -24.8% |
| 1Y | -15.9% | +34.7% | -50.6% | -24.3% |
| 3Y | -12.7% | +15.3% | -28.0% | -20.5% |
| 5Y | -15.7% | -39.3% | +23.6% | -7.4% |
| All | +74.2% | +54.5% | +19.7% | +46.8% |
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 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