+5,109.2%
TGT vs RIG
-41.1%
+5,150.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.9% |
| 7D | -0.6% | -2.7% | +2.1% | -0.4% |
| 30D | +9.5% | +9.5% | 0.0% | +8.4% |
| 3M | +32.3% | -6.6% | +38.9% | +32.8% |
| 6M | +37.0% | -2.9% | +39.9% | +36.4% |
| YTD | +71.0% | +39.5% | +31.6% | +63.6% |
| 1Y | +85.0% | +82.3% | +2.7% | +71.5% |
| 3Y | +46.8% | -29.6% | +76.4% | +46.1% |
| 5Y | -22.7% | +63.2% | -85.9% | -32.0% |
| 10Y | +216.3% | -45.0% | +261.2% | +161.9% |
| All | +5,109.2% | -41.1% | +5,150.3% | +4,078.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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