-46.1%
RIG vs SWK
+29.6%
-75.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | -24.5% | +11.0% | -35.5% | -30.1% |
| 30D | -2.8% | +30.1% | -32.8% | -18.2% |
| 3M | +1.6% | +14.7% | -13.1% | -8.4% |
| 6M | -15.9% | +44.5% | -60.4% | -35.8% |
| YTD | +26.9% | +59.4% | -32.5% | -11.0% |
| 1Y | +34.4% | +77.5% | -43.2% | -12.8% |
| 3Y | -21.2% | +49.5% | -70.7% | -46.0% |
| 5Y | +46.4% | -24.9% | +71.3% | +52.8% |
| All | -46.1% | +29.6% | -75.7% | -57.3% |
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