+56.2%
RIG vs EME
+575.5%
-519.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -3.4% |
| 7D | -3.1% | +3.5% | -6.6% | -4.4% |
| 30D | -0.5% | -6.3% | +5.8% | +1.6% |
| 3M | -6.0% | -3.8% | -2.2% | -6.0% |
| 6M | -10.1% | +8.5% | -18.7% | -16.3% |
| YTD | +37.3% | +27.8% | +9.5% | +18.1% |
| 1Y | +73.9% | +22.2% | +51.7% | +48.9% |
| 3Y | -30.2% | +253.5% | -283.6% | -70.5% |
| All | +56.2% | +575.5% | -519.3% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling