+3,685.8%
RIO vs SIRI
-18.6%
+3,704.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.0% | -3.9% | +4.9% | +1.3% |
| 30D | +4.0% | -0.8% | +4.9% | +4.1% |
| 3M | +4.5% | +4.3% | +0.2% | +4.1% |
| 6M | +17.3% | +34.1% | -16.7% | +14.6% |
| YTD | +36.2% | +47.3% | -11.1% | +31.8% |
| 1Y | +76.1% | +22.9% | +53.2% | +72.7% |
| 3Y | +102.5% | -24.6% | +127.1% | +103.0% |
| 5Y | +103.5% | -43.2% | +146.7% | +105.6% |
| 10Y | +619.2% | -12.3% | +631.5% | +602.0% |
| All | +3,685.8% | -18.6% | +3,704.4% | +3,086.1% |
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