+121.1%
EEM vs RIG
-46.1%
+167.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.8% |
| 7D | +2.7% | +5.7% | -3.0% | +2.1% |
| 30D | -5.4% | -0.7% | -4.7% | -5.5% |
| 3M | -8.6% | -3.1% | -5.5% | -8.7% |
| 6M | -8.9% | -16.3% | +7.4% | -7.9% |
| YTD | +11.9% | +34.1% | -22.2% | +7.5% |
| 1Y | +13.1% | +38.2% | -25.1% | +8.2% |
| 3Y | +70.7% | -15.3% | +85.9% | +66.4% |
| 5Y | +31.8% | +62.5% | -30.7% | +16.0% |
| All | +121.1% | -46.1% | +167.2% | +94.4% |
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