+5,105.2%
TGT vs RIG
-43.4%
+5,148.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.1% |
| 7D | +2.6% | +5.7% | -3.1% | +2.1% |
| 30D | +4.7% | -0.7% | +5.4% | +4.5% |
| 3M | +4.6% | -3.1% | +7.7% | +4.4% |
| 6M | +34.9% | -16.3% | +51.2% | +36.1% |
| YTD | +70.9% | +34.1% | +36.8% | +63.4% |
| 1Y | +84.4% | +38.2% | +46.2% | +75.6% |
| 3Y | +69.1% | -15.3% | +84.4% | +64.7% |
| 5Y | -26.9% | +62.5% | -89.4% | -35.7% |
| 10Y | +207.6% | -46.6% | +254.2% | +155.4% |
| All | +5,105.2% | -43.4% | +5,148.6% | +4,073.3% |
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