+2,801.6%
RCL vs SIRI
-17.3%
+2,819.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | -5.1% | +1.6% | -6.7% | -5.3% |
| 30D | -19.0% | -4.7% | -14.3% | -18.6% |
| 3M | -9.6% | +5.3% | -14.8% | -10.2% |
| 6M | -6.7% | +30.5% | -37.2% | -9.8% |
| YTD | -3.9% | +49.6% | -53.6% | -8.8% |
| 1Y | -25.1% | +28.5% | -53.6% | -27.7% |
| 3Y | +179.1% | -27.5% | +206.6% | +182.3% |
| 5Y | +243.3% | -44.7% | +288.0% | +253.4% |
| 10Y | +325.8% | -12.6% | +338.4% | +325.4% |
| All | +2,801.6% | -17.3% | +2,819.0% | +2,080.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling