+62.9%
EMR vs RIG
+52.4%
+10.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +3.1% | -2.7% | +5.8% | +3.4% |
| 30D | -3.5% | +9.5% | -13.0% | -5.0% |
| 3M | +9.8% | -6.6% | +16.4% | +10.4% |
| 6M | +10.8% | -2.9% | +13.7% | +9.8% |
| YTD | +15.9% | +39.5% | -23.5% | +7.6% |
| 1Y | +16.4% | +82.3% | -65.8% | +2.6% |
| 3Y | +62.1% | -29.6% | +91.7% | +58.1% |
| 5Y | +62.9% | +63.2% | -0.3% | +34.5% |
| All | +62.9% | +52.4% | +10.5% | +34.5% |
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