+54.0%
SWK vs OUST
+600.2%
-546.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +15.7% | -2.6% | +11.3% |
| 7D | +17.9% | -0.2% | +18.1% | +17.8% |
| 30D | +31.9% | -24.0% | +55.9% | +35.5% |
| 3M | +16.6% | -29.9% | +46.5% | +20.2% |
| 6M | +61.1% | +19.1% | +42.0% | +51.3% |
| YTD | +64.2% | +55.0% | +9.2% | +47.4% |
| 1Y | +85.2% | +21.2% | +64.0% | +70.6% |
| All | +54.0% | +600.2% | -546.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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