+84.4%
USO vs SWK
+18.1%
+66.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | -5.2% | +25.5% | -30.6% | -8.2% |
| 3M | +16.4% | +11.8% | +4.7% | +14.3% |
| 6M | +2.5% | +48.7% | -46.2% | -4.2% |
| YTD | +110.5% | +57.2% | +53.3% | +92.4% |
| 1Y | +108.4% | +75.3% | +33.2% | +86.2% |
| 3Y | +99.6% | +51.9% | +47.7% | +76.7% |
| 5Y | +160.1% | -30.7% | +190.8% | +175.9% |
| All | +84.4% | +18.1% | +66.3% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling