-16.4%
SWKS vs OSCR
+402.4%
-418.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.6% |
| 7D | +11.8% | +10.7% | +1.2% | +10.8% |
| 30D | +6.7% | +18.3% | -11.6% | +5.1% |
| 3M | 0.0% | +20.5% | -20.5% | -1.9% |
| 6M | +38.7% | +138.5% | -99.8% | +26.7% |
| YTD | +21.4% | +129.7% | -108.4% | +10.8% |
| 1Y | +2.9% | +62.8% | -59.9% | -3.4% |
| 3Y | -16.4% | +411.8% | -428.2% | -34.7% |
| All | -16.4% | +402.4% | -418.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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