-47.6%
RIG vs SW
+185.4%
-233.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.2% |
| 7D | -23.8% | +4.7% | -28.4% | -24.2% |
| 30D | -5.6% | +5.0% | -10.6% | -6.3% |
| 3M | -0.8% | -7.3% | +6.6% | -0.1% |
| 6M | -18.4% | +15.0% | -33.4% | -20.8% |
| YTD | +23.5% | +18.5% | +5.0% | +19.1% |
| 1Y | +30.8% | +27.1% | +3.6% | +24.8% |
| 3Y | -25.4% | +49.3% | -74.8% | -29.8% |
| 5Y | +42.5% | -1.6% | +44.1% | +35.4% |
| All | -47.6% | +185.4% | -233.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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