-15.2%
RDW vs SIRI
+59.1%
-74.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -0.5% | -19.3% | -19.6% |
| 7D | -32.4% | +15.9% | -48.3% | -35.9% |
| 30D | -41.7% | +26.0% | -67.7% | -46.6% |
| 3M | -42.3% | +9.2% | -51.5% | -44.0% |
| 6M | -28.8% | +28.3% | -57.0% | -37.0% |
| YTD | -18.6% | +71.5% | -90.0% | -35.2% |
| 1Y | -15.2% | +55.0% | -70.2% | -19.8% |
| All | -15.2% | +59.1% | -74.3% | -19.8% |
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