-48.2%
RIG vs SWK
+1,153.0%
-1,201.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -5.2% |
| 7D | -23.8% | +11.3% | -35.0% | -28.5% |
| 30D | -5.6% | +28.1% | -33.6% | -17.4% |
| 3M | -0.8% | +12.6% | -13.4% | -8.0% |
| 6M | -18.4% | +51.7% | -70.1% | -35.9% |
| YTD | +23.5% | +60.0% | -36.5% | -7.0% |
| 1Y | +30.8% | +72.7% | -41.9% | -5.7% |
| 3Y | -25.4% | +46.3% | -71.7% | -43.3% |
| 5Y | +42.5% | -24.6% | +67.1% | +42.3% |
| 10Y | -47.3% | +32.2% | -79.5% | -57.9% |
| All | -48.2% | +1,153.0% | -1,201.1% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling