+226.6%
RCL vs SIRI
-42.5%
+269.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -2.5% | -3.0% | +0.5% | -1.8% |
| 30D | -15.7% | +1.3% | -17.0% | -16.0% |
| 3M | -3.6% | +5.6% | -9.2% | -4.9% |
| 6M | -8.7% | +35.2% | -43.8% | -14.6% |
| YTD | -6.2% | +49.1% | -55.2% | -14.4% |
| 1Y | -22.9% | +26.8% | -49.6% | -27.3% |
| 3Y | +173.6% | -23.7% | +197.3% | +173.3% |
| 5Y | +226.6% | -41.8% | +268.4% | +261.2% |
| All | +226.6% | -42.5% | +269.1% | +261.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling