-25.1%
RCL vs SIRI
+28.3%
-53.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | -5.1% | +1.6% | -6.7% | -5.4% |
| 30D | -19.0% | -4.7% | -14.3% | -18.3% |
| 3M | -9.6% | +5.3% | -14.8% | -10.2% |
| 6M | -6.7% | +30.5% | -37.2% | -10.2% |
| YTD | -3.9% | +49.6% | -53.6% | -10.0% |
| 1Y | -25.1% | +28.5% | -53.6% | -28.5% |
| All | -25.1% | +28.3% | -53.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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