-28.8%
RIG vs SIRI
-17.7%
-11.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -4.2% | -3.0% | -1.1% | -3.9% |
| 30D | -0.7% | +1.3% | -2.0% | -0.8% |
| 3M | -4.0% | +5.6% | -9.6% | -4.6% |
| 6M | -6.3% | +35.1% | -41.5% | -9.2% |
| YTD | +39.7% | +49.0% | -9.3% | +34.1% |
| 1Y | +78.1% | +26.8% | +51.3% | +73.3% |
| 3Y | -29.5% | -23.7% | -5.8% | -29.1% |
| 5Y | +65.3% | -41.8% | +107.2% | +68.5% |
| 10Y | -41.3% | -11.3% | -30.0% | -40.9% |
| All | -28.8% | -17.7% | -11.2% | -43.5% |
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 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