-31.0%
RIG vs EME
+60,670.1%
-60,701.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | -4.2% | +0.9% | -5.1% | -4.6% |
| 30D | -0.7% | -8.4% | +7.7% | +2.5% |
| 3M | -4.0% | -3.6% | -0.4% | -4.3% |
| 6M | -6.3% | +3.6% | -9.9% | -10.5% |
| YTD | +39.7% | +22.5% | +17.2% | +24.2% |
| 1Y | +78.1% | +18.2% | +59.9% | +58.3% |
| 3Y | -29.5% | +238.4% | -267.8% | -60.9% |
| 5Y | +65.3% | +550.5% | -485.2% | -30.0% |
| 10Y | -41.3% | +1,295.3% | -1,336.6% | -80.6% |
| All | -31.0% | +60,670.1% | -60,701.0% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling