+73.9%
RIG vs EME
+21.8%
+52.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -2.2% |
| 7D | -3.1% | +3.5% | -6.6% | -3.5% |
| 30D | -0.5% | -6.3% | +5.8% | +0.3% |
| 3M | -6.0% | -3.8% | -2.2% | -5.9% |
| 6M | -10.1% | +8.5% | -18.7% | -13.6% |
| YTD | +37.3% | +27.8% | +9.5% | +28.6% |
| 1Y | +73.9% | +22.2% | +51.7% | +54.1% |
| All | +73.9% | +21.8% | +52.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling