+230.8%
RDW vs SIRI
-22.6%
+253.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -21.3% | +2.5% | -23.8% | -22.1% |
| 3M | -37.9% | +6.6% | -44.5% | -40.0% |
| 6M | +12.3% | +32.9% | -20.6% | +1.0% |
| YTD | +39.7% | +50.5% | -10.7% | +18.9% |
| 1Y | +25.7% | +28.0% | -2.3% | +13.5% |
| 3Y | +230.8% | -22.4% | +253.2% | +230.6% |
| All | +230.8% | -22.6% | +253.4% | +230.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling