+28.3%
RDW vs SIRI
+28.3%
-0.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.6% |
| 7D | -3.1% | +1.6% | -4.7% | -3.8% |
| 30D | -1.8% | -4.7% | +2.9% | 0.0% |
| 3M | -50.9% | +5.3% | -56.1% | -53.1% |
| 6M | +13.5% | +30.5% | -17.0% | +4.0% |
| YTD | +38.6% | +49.6% | -11.1% | +21.4% |
| 1Y | +28.3% | +28.5% | -0.2% | +20.5% |
| All | +28.3% | +28.3% | -0.1% | +20.5% |
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