+263.6%
EMR vs RIG
-40.1%
+303.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -1.2% | -4.2% | +2.9% | -0.6% |
| 30D | -9.4% | -0.7% | -8.7% | -9.4% |
| 3M | +8.6% | -4.0% | +12.6% | +8.8% |
| 6M | +6.7% | -6.3% | +13.0% | +6.4% |
| YTD | +13.1% | +39.7% | -26.7% | +5.1% |
| 1Y | +12.7% | +78.1% | -65.3% | +0.1% |
| 3Y | +58.1% | -29.5% | +87.5% | +56.9% |
| 5Y | +63.6% | +65.3% | -1.7% | +32.4% |
| All | +263.6% | -40.1% | +303.8% | +169.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling