-95.0%
RIG vs EMB
+126.5%
-221.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.2% |
| 7D | +4.3% | -0.7% | +5.0% | +5.2% |
| 30D | -5.8% | +0.5% | -6.4% | -6.7% |
| 3M | -6.7% | -2.5% | -4.2% | -3.9% |
| 6M | -18.7% | -2.0% | -16.6% | -17.1% |
| YTD | +28.8% | -0.9% | +29.7% | +29.1% |
| 1Y | +28.8% | -0.3% | +29.1% | +28.1% |
| 3Y | -20.0% | +29.2% | -49.2% | -42.9% |
| 5Y | +56.0% | +7.4% | +48.6% | +41.1% |
| 10Y | -48.7% | +35.8% | -84.5% | -59.0% |
| All | -95.0% | +126.5% | -221.6% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling