+46.6%
EEM vs RIG
+64.1%
-17.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +2.0% | -8.2% | +10.2% | +2.8% |
| 30D | +5.1% | -0.2% | +5.3% | +5.0% |
| 3M | +4.6% | -2.7% | +7.3% | +4.6% |
| 6M | +17.8% | -7.5% | +25.2% | +17.9% |
| YTD | +25.8% | +38.3% | -12.4% | +20.5% |
| 1Y | +36.4% | +81.8% | -45.5% | +26.5% |
| 3Y | +90.0% | -30.2% | +120.2% | +88.5% |
| 5Y | +46.6% | +59.9% | -13.4% | +28.6% |
| All | +46.6% | +64.1% | -17.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling