-28.6%
RIG vs SWK
+15.2%
-43.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.2% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | +13.8% | -5.7% | +19.5% | +16.3% |
| 3M | -6.4% | +24.1% | -30.5% | -15.6% |
| 6M | -8.2% | +24.7% | -32.9% | -18.4% |
| YTD | +41.6% | +33.9% | +7.7% | +21.1% |
| 1Y | +88.7% | +34.7% | +54.0% | +59.8% |
| All | -28.6% | +15.2% | -43.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling