-41.1%
RIG vs SWK
+3.3%
-44.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.4% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | +13.8% | -5.7% | +19.5% | +17.6% |
| 3M | -6.4% | +24.1% | -30.5% | -19.9% |
| 6M | -8.2% | +24.7% | -32.9% | -23.4% |
| YTD | +41.6% | +33.9% | +7.7% | +12.3% |
| 1Y | +88.7% | +34.7% | +54.0% | +47.1% |
| 3Y | -30.9% | +15.3% | -46.1% | -43.5% |
| 5Y | +57.7% | -39.3% | +97.0% | +90.8% |
| All | -41.1% | +3.3% | -44.4% | -48.3% |
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