+2,542.2%
EMR vs RIG
-47.1%
+2,589.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.7% | -12.2% | +12.9% | +2.9% |
| 30D | +3.5% | -6.0% | +9.5% | +4.2% |
| 3M | +5.9% | -9.4% | +15.4% | +7.0% |
| 6M | +19.4% | -19.1% | +38.5% | +22.1% |
| YTD | +27.7% | +25.4% | +2.2% | +19.5% |
| 1Y | +30.9% | +23.3% | +7.6% | +22.8% |
| 3Y | +104.2% | -22.1% | +126.3% | +98.7% |
| 5Y | +89.6% | +50.1% | +39.5% | +52.8% |
| 10Y | +280.0% | -50.7% | +330.7% | +182.1% |
| All | +2,542.2% | -47.1% | +2,589.2% | +2,122.4% |
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