-94.5%
RIG vs EMB
+132.1%
-226.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.9% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | +13.8% | -0.3% | +14.1% | +14.1% |
| 3M | -6.4% | -0.4% | -6.0% | -6.2% |
| 6M | -8.2% | +0.1% | -8.3% | -8.9% |
| YTD | +41.6% | +1.6% | +40.1% | +37.9% |
| 1Y | +88.7% | +5.6% | +83.1% | +74.7% |
| 3Y | -30.9% | +29.8% | -60.7% | -50.8% |
| 5Y | +57.7% | +7.3% | +50.4% | +43.6% |
| 10Y | -39.3% | +30.4% | -69.7% | -50.3% |
| All | -94.5% | +132.1% | -226.7% | -96.6% |
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