+33.2%
SWKS vs OTIS
+114.5%
-81.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +6.4% |
| 7D | +5.7% | -2.9% | +8.6% | +7.2% |
| 30D | +17.3% | +16.1% | +1.2% | +8.4% |
| 3M | +28.3% | +6.7% | +21.5% | +23.1% |
| 6M | +26.1% | +6.0% | +20.1% | +20.9% |
| YTD | +41.1% | -9.8% | +50.9% | +46.9% |
| 1Y | +31.4% | -12.3% | +43.8% | +38.9% |
| 3Y | +7.3% | -0.2% | +7.5% | +3.7% |
| 5Y | -37.7% | +1.0% | -38.7% | -40.9% |
| All | +33.2% | +114.5% | -81.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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