-42.0%
SWKS vs OSCR
-10.8%
-31.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.1% | +10.0% | +6.4% |
| 7D | +5.7% | -8.8% | +14.4% | +6.6% |
| 30D | +17.3% | -5.6% | +22.9% | +17.7% |
| 3M | +28.3% | +14.8% | +13.5% | +25.7% |
| 6M | +26.1% | +46.0% | -19.9% | +19.3% |
| YTD | +41.1% | +123.5% | -82.4% | +26.0% |
| 1Y | +31.4% | +116.2% | -84.8% | +17.2% |
| 3Y | +7.3% | +351.6% | -344.3% | -18.5% |
| 5Y | -37.7% | +157.5% | -195.2% | -54.6% |
| All | -42.0% | -10.8% | -31.2% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling