+67.4%
RIG vs SWK
-30.7%
+98.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.7% | -1.4% | +7.1% | +6.2% |
| 30D | -0.7% | +25.5% | -26.2% | -9.4% |
| 3M | -3.1% | +11.8% | -14.9% | -8.0% |
| 6M | -16.3% | +48.7% | -65.0% | -29.9% |
| YTD | +34.1% | +57.2% | -23.0% | +8.4% |
| 1Y | +38.2% | +75.3% | -37.1% | +6.0% |
| 3Y | -15.3% | +51.9% | -67.2% | -32.8% |
| All | +67.4% | -30.7% | +98.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling