+125.7%
EEM vs RIG
-40.1%
+165.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | -0.7% | -4.2% | +3.5% | -0.3% |
| 30D | +2.4% | -0.7% | +3.1% | +2.4% |
| 3M | +4.2% | -4.0% | +8.2% | +4.3% |
| 6M | +14.8% | -6.3% | +21.1% | +14.8% |
| YTD | +23.1% | +39.7% | -16.6% | +18.1% |
| 1Y | +32.5% | +78.1% | -45.5% | +23.8% |
| 3Y | +85.9% | -29.5% | +115.4% | +84.8% |
| 5Y | +43.6% | +65.3% | -21.8% | +26.3% |
| All | +125.7% | -40.1% | +165.8% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling