+23.3%
RIG vs SWK
+77.0%
-53.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | -12.2% | +11.3% | -23.5% | -11.4% |
| 30D | -6.0% | +31.5% | -37.5% | -5.3% |
| 3M | -9.4% | +14.4% | -23.9% | -8.6% |
| 6M | -19.1% | +46.4% | -65.5% | -19.3% |
| YTD | +25.4% | +61.6% | -36.2% | +24.3% |
| 1Y | +23.3% | +78.7% | -55.4% | +20.5% |
| All | +23.3% | +77.0% | -53.7% | +20.5% |
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