+40.9%
RIG vs SWK
-25.5%
+66.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -24.5% | +11.0% | -35.5% | -27.8% |
| 30D | -2.8% | +30.1% | -32.8% | -12.4% |
| 3M | +1.6% | +14.7% | -13.1% | -4.4% |
| 6M | -15.9% | +44.5% | -60.4% | -28.6% |
| YTD | +26.9% | +59.4% | -32.5% | +2.1% |
| 1Y | +34.4% | +77.5% | -43.2% | +2.8% |
| 3Y | -21.2% | +49.5% | -70.7% | -37.0% |
| All | +40.9% | -25.5% | +66.3% | +15.8% |
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 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