+39.7%
RIG vs SWK
+87.6%
-47.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +13.1% | -20.7% | -6.7% |
| 7D | -18.8% | +17.9% | -36.7% | -18.0% |
| 30D | -1.1% | +31.9% | -33.0% | -0.2% |
| 3M | +4.4% | +16.6% | -12.2% | +5.5% |
| 6M | -20.8% | +61.1% | -81.9% | -22.1% |
| YTD | +32.0% | +64.2% | -32.2% | +31.6% |
| 1Y | +39.7% | +85.2% | -45.5% | +38.1% |
| All | +39.7% | +87.6% | -47.9% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling