-48.8%
RIG vs SWK
+21.9%
-70.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -2.6% | -2.3% | -0.3% | -1.3% |
| 30D | -5.2% | +30.4% | -35.6% | -20.4% |
| 3M | -8.6% | +12.1% | -20.7% | -16.4% |
| 6M | -18.9% | +49.1% | -68.0% | -39.3% |
| YTD | +28.6% | +60.4% | -31.9% | -10.3% |
| 1Y | +25.5% | +78.3% | -52.8% | -18.8% |
| 3Y | -20.2% | +53.3% | -73.5% | -46.3% |
| 5Y | +53.9% | -27.0% | +80.9% | +64.8% |
| 10Y | -48.8% | +20.8% | -69.6% | -58.9% |
| All | -48.8% | +21.9% | -70.7% | -58.9% |
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