+584.5%
RIO vs SIRI
-10.2%
+594.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | +0.9% | +2.5% | -1.6% | +0.4% |
| 3M | -1.4% | +6.6% | -8.0% | -2.9% |
| 6M | +10.9% | +32.9% | -21.9% | +4.7% |
| YTD | +31.2% | +50.5% | -19.2% | +20.5% |
| 1Y | +67.9% | +28.0% | +39.9% | +58.6% |
| 3Y | +88.8% | -22.4% | +111.2% | +89.0% |
| 5Y | +93.1% | -41.3% | +134.4% | +95.6% |
| All | +584.5% | -10.2% | +594.7% | +447.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling