+854.3%
EEM vs RIG
-69.6%
+923.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.3% |
| 7D | +2.3% | +0.9% | +1.5% | +2.1% |
| 30D | +4.5% | +13.8% | -9.3% | +1.9% |
| 3M | -0.1% | -6.4% | +6.3% | +0.7% |
| 6M | +16.9% | -8.2% | +25.1% | +17.3% |
| YTD | +26.2% | +41.6% | -15.4% | +16.2% |
| 1Y | +40.5% | +88.7% | -48.2% | +21.7% |
| 3Y | +86.2% | -30.9% | +117.0% | +84.8% |
| 5Y | +45.5% | +57.7% | -12.2% | +11.6% |
| 10Y | +128.6% | -39.3% | +167.9% | +47.3% |
| All | +854.3% | -69.6% | +923.9% | +863.8% |
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