+2,310.0%
EMR vs RIG
-40.2%
+2,350.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.6% | +2.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -5.6% | +13.8% | -19.4% | -7.9% |
| 3M | +7.9% | -6.4% | +14.3% | +8.6% |
| 6M | +6.0% | -8.2% | +14.2% | +6.1% |
| YTD | +16.4% | +41.6% | -25.2% | +7.4% |
| 1Y | +16.6% | +88.7% | -72.1% | +1.5% |
| 3Y | +62.9% | -30.9% | +93.7% | +62.6% |
| 5Y | +60.1% | +57.7% | +2.4% | +27.9% |
| 10Y | +268.7% | -39.3% | +308.0% | +164.1% |
| All | +2,310.0% | -40.2% | +2,350.2% | +1,897.1% |
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