+55.2%
RIG vs SW
-2.3%
+57.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | +0.9% | -5.1% | +6.0% | +1.7% |
| 30D | +13.8% | -4.6% | +18.4% | +14.5% |
| 3M | -6.4% | +9.4% | -15.8% | -8.6% |
| 6M | -8.2% | +3.5% | -11.7% | -9.8% |
| YTD | +41.6% | +22.0% | +19.6% | +34.8% |
| 1Y | +88.7% | +2.2% | +86.5% | +84.8% |
| 3Y | -30.9% | +19.6% | -50.4% | -34.2% |
| All | +55.2% | -2.3% | +57.5% | +40.9% |
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