-47.9%
RIG vs EMB
+36.5%
-84.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.4% | +4.6% |
| 7D | +5.7% | -0.9% | +6.6% | +7.5% |
| 30D | -0.7% | +0.4% | -1.1% | -1.7% |
| 3M | -3.1% | -3.1% | 0.0% | +2.3% |
| 6M | -16.3% | -2.1% | -14.3% | -14.0% |
| YTD | +34.1% | -1.1% | +35.2% | +34.8% |
| 1Y | +38.2% | -0.1% | +38.2% | +35.9% |
| 3Y | -15.3% | +29.6% | -44.9% | -50.1% |
| 5Y | +62.5% | +7.2% | +55.3% | +49.0% |
| All | -47.9% | +36.5% | -84.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling