+42.5%
RIG vs SW
-1.6%
+44.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.2% |
| 7D | -23.8% | +4.7% | -28.4% | -24.4% |
| 30D | -5.6% | +5.0% | -10.6% | -6.5% |
| 3M | -0.8% | -7.3% | +6.6% | +0.2% |
| 6M | -18.4% | +15.0% | -33.4% | -21.7% |
| YTD | +23.5% | +18.5% | +5.0% | +17.5% |
| 1Y | +30.8% | +27.1% | +3.6% | +22.6% |
| 3Y | -25.4% | +49.3% | -74.8% | -31.0% |
| 5Y | +42.5% | -1.6% | +44.1% | +27.5% |
| All | +42.5% | -1.6% | +44.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling