+89.1%
EMR vs RIG
+49.3%
+39.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.7% | -12.2% | +12.9% | +2.6% |
| 30D | +3.5% | -6.0% | +9.5% | +4.1% |
| 3M | +5.9% | -9.4% | +15.4% | +6.8% |
| 6M | +19.4% | -19.1% | +38.5% | +21.8% |
| YTD | +27.7% | +25.4% | +2.2% | +19.5% |
| 1Y | +30.9% | +23.3% | +7.6% | +22.7% |
| 3Y | +104.2% | -22.1% | +126.3% | +95.5% |
| All | +89.1% | +49.3% | +39.8% | +61.8% |
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 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